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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Abercrombie & Fitch Company (ANF) - NYSE Next Earnings Date: Estimated on May 29, 2024
OS Projected Window: May 20, 2024 to May 25, 2024
EVR: 6.1
Avg Daily Volume: 1,344,228    Market Cap: 6.62B
Sector: Services    Short Interest: 16.64
Live Interactive Chart
Days to Next Earnings: 25 Days
Implied Move Weekly: 17.12%       Expires on: May 31, 2024
Implied Move Monthly: 19.34%       Expires on: June 21, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 60
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
May 29, 2024 BO None $0.00 @$130.00 $24.90
($128.76)
19.34% -None% I -None% I $0.00 $0.00
( N/A )
None%
March 6, 2024 BO 6.4 $139.95 @$140.00 $25.80
($139.95)
18.43% -6.61% I -3.54% I $134.99 $10.85
( $134.99 )
-57.95%
Nov. 21, 2023 BO 6.5 $72.29 @$72.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 23, 2023 BO 6.4 $41.17 @$41.00
May 24, 2023 BO 5.6 $23.01 @$23.00
March 1, 2023 BO 5.8 $29.41 @$29.00
Nov. 22, 2022 BO 5.5 $18.63 @$18.50
Aug. 25, 2022 BO 5.5 $18.65 @$18.50
May 24, 2022 BO 4.8 $26.73 @$27.00
March 2, 2022 BO 4.6 $35.85 @$36.00

 
 
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