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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NatWest Group plc (NWG) - NYSE Next Earnings Date: OS Estimate: Feb. 20, 2026 BO
OS Projected Window: Feb. 16, 2026 to Feb. 21, 2026
EVR: 1.9
Avg Daily Volume: 2,576,412    Market Cap: 64.0B
Sector: None    Short Interest: 0.04
Live Interactive Chart
Days to Next Earnings: 66 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 22
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Oct. 24, 2025 BO 2.0 $14.52 @$15.00 $1.10
($14.52)
7.33% 5.85% I 5.64% I $15.34 $1.02
( $15.34 )
-7.27%
July 25, 2025 BO 2.1 $13.57 @$12.50 $1.12
($13.57)
8.96% 4.42% I 4.2% I $14.14 $1.60
( $14.14 )
42.86%
May 2, 2025 BO 2.3 $12.77 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 14, 2025 BO 2.5 $11.10 @$10.00
Oct. 25, 2024 BO 2.6 $9.57 @$10.00
July 26, 2024 BO 2.5 $8.82 @$10.00
April 26, 2024 BO 2.4 $7.38 @$7.50
Feb. 16, 2024 BO 2.4 $5.50 @$5.00
Oct. 27, 2023 BO 2.1 $5.08 @$5.00
July 28, 2023 BO 2.1 $6.19 @$5.00

 
 
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