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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: Estimated on Dec. 17, 2020
OS Projected Window: Dec. 14, 2020 to Dec. 19, 2020
EVR: 3.4
Avg Daily Volume: 1,906,274    Market Cap: 3.22B
Sector: Consumer Goods    Short Interest: 5.65
Live Interactive Chart
Days to Next Earnings: 19 Days
Current 7 Day Implied Movement: 5.59%       Theoretical Expires in 7 days
Implied Move Weekly: 0.23%       Expires on: Dec. 18, 2020


 
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Sample Chart


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Weekly Implied Movement Before and After Earnings:
 
Historical Tracking Available: 26

 
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
Sept. 9, 2020 BO $36.67 11.10% 17.53% -3.87% $35.25 $35.84 N/A N/A -3.87% 14.24% N/A
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Dec. 17, 2019 BO $32.35
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

 
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