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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
New York Times Company (NYT) - NYSE Next Earnings Date: OS Estimate: Feb. 3, 2027 BO
OS Projected Window: Feb. 1, 2027 to Feb. 6, 2027
EVR: 3.7
Avg Daily Volume: 2,497,089    Market Cap: 11.3B
Sector: Communication Services    Short Interest: 11.59
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 72
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
Nov. 4, 2026 BO 3.9 $67.12 @$67.50 $6.80
($67.12)
10.07% 5.21% I -0.92% I $66.50 $3.77
( $66.50 )
-44.56%
Aug. 5, 2026 BO 3.5 $75.61 @$75.00 $8.10
($75.61)
10.8% -16.61% O -13.39% O $65.48 $10.18
( $65.48 )
25.68%
May 6, 2026 BO 3.4 $77.26 @$77.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 4, 2026 BO 3.1 $72.21 @$70.00
Nov. 5, 2025 BO 3.2 $57.75 @$60.00
Aug. 6, 2025 BO 2.9 $53.62 @$55.00
May 7, 2025 BO 3.1 $52.66 @$55.00
Feb. 5, 2025 BO 2.9 $55.89 @$55.00
Nov. 4, 2024 BO 2.9 $56.83 @$55.00
Aug. 7, 2024 BO 2.9 $52.13 @$50.00

 
 
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