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Implied Movement: 7 Day Implied Movement Based on Weekly Options   
Get Weekly Volatility For:
Navistar International Corporation (NAV) - NYSE Next Earnings Date: OS Estimate: Sept. 2, 2020 BO
OS Projected Window: Sept. 1, 2020 to Sept. 8, 2020
EVR: 3.5
Avg Daily Volume: 779,120    Market Cap: 2.77B
Sector: Consumer Goods    Short Interest: 6.79
Live Interactive Chart
Days to Next Earnings: 52 Days
Current 7 Day Implied Movement: 15.51%       Theoretical Expires in 7 days


 
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Sample Chart


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Weekly Implied Movement Before and After Earnings:
 
Historical Tracking Available: 25

 
Earnings Date Pre Earnings Post Earnings Open Post Earnings Mean of Previous 2 Earnings
Close Price 7 Day IM 7 Day HM Open Close 7 Day IM 7 Day HM One Day Max Move Pre Earnings Post Earnings
June 4, 2020 BO $24.84 14.14% 17.87% 1.0% $25.09 $27.93 N/A N/A 12.64% 11.56% N/A
March 4, 2020 BO $35.50 14.34% 12.20% -0.0% $35.50 $35.33 N/A N/A 2.76% 9.29% 5.55%
Dec. 17, 2019 BO $32.35 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Sept. 4, 2019 BO $21.86
June 4, 2019 BO $31.10
March 8, 2019 BO $35.18
Dec. 18, 2018 BO $23.84
Sept. 6, 2018 BO $40.60
June 5, 2018 BO $38.51
March 8, 2018 BO $37.04

 
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