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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Grupo Aeroportuario del Centro Norte S.A.B. de C.V. (OMAB) - NASDAQ Next Earnings Date: OS Estimate: July 24, 2024 AC
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 1.3
Avg Daily Volume: 49,934    Market Cap: 4.12B
Sector: N/A    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 80 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 11
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
April 24, 2024 AC 1.2 $81.06 @$80.00 $6.05
($81.06)
7.56% 6.41% I 5.18% I $85.26 $4.75
( $85.26 )
-21.49%
Feb. 22, 2024 AC 1.2 $70.96 @$70.00 $5.10
($70.96)
7.29% 1.46% I 0.05% I $71.00 $5.17
( $71.00 )
1.37%
Oct. 27, 2023 BO 1.0 $61.41 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 28, 2023 BO 1.0 $88.74 @$90.00
April 26, 2023 AC 0.9 $82.41 @$80.00
Feb. 16, 2023 AC 1.0 $76.85 @$75.00
Oct. 28, 2022 AC 1.0 $63.74 @$65.00
July 26, 2022 AC 1.1 $47.09 @$45.00
Feb. 22, 2022 AC 1.1 $59.71 @$60.00
Oct. 26, 2021 AC 1.1 $49.04 @$50.00

 
 
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