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Implied Movement: 7 Day Implied Movement Based on Weekly Options   
Get Weekly Volatility For:
NetApp, Inc. (NTAP) - NASDAQ Next Earnings Date: OS Estimate: Feb. 14, 2018 AC
OS Projected Window: Feb. 9, 2018 to Feb. 16, 2018
EVR: 3.2
Avg Daily Volume: 2,645,832    Market Cap: 11.98B
Sector: Technology    Short Interest: 5.23
Live Interactive Chart
Days to Next Earnings: 64 Days
Current 7 Day Implied Movement: 0.48%       Theoretical Expires in 7 days


 
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Sample Chart


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  • Read here for details about how Implied Volatility data is calculated
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    Most Recent NTAP Strategy Testing:
    MADHUSOODH    Closed a long Straddle position @$31.50 Expires Nov. 20, 2015    PnL: -$200.00
       Nov. 20, 2015, 4 p.m.
    mrvolatili    Closed a short Straddle position @$36.50 Expires May 22, 2015    PnL: -$227.00
       May 22, 2015, 4 p.m.
    mrvolatili    Closed a short Straddle position @$36.00 Expires April 24, 2015    PnL: -$3.99
       April 24, 2015, 4 p.m.

 
Weekly Implied Movement Before and After Earnings:
 
Historical Tracking Available: 14

 
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
Aug. 16, 2017 AC $42.41 6.00% N/A -4.81% $40.36 $39.56 2.68% N/A -6.93% 6.85% 2.42%
May 24, 2017 AC $39.56 6.93% N/A 1.01% $39.96 $40.96 2.30% N/A 4.37% 7.21% 2.73%
Feb. 15, 2017 AC $38.93 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 16, 2016 AC $34.72
May 25, 2016 AC $25.52
Feb. 17, 2016 AC $23.55
Nov. 18, 2015 AC $31.04
Aug. 19, 2015 AC $29.78
May 20, 2015 AC $35.33
Feb. 11, 2015 AC $39.79

 
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