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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
FedEx Corporation (FDX) - NYSE Next Earnings Date: June 25, 2024 AC
EVR: 2.8
Avg Daily Volume: 2,118,696    Market Cap: 65.90B
Sector: Services    Short Interest: 1.52
Live Interactive Chart
Days to Next Earnings: 58 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 63
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
March 21, 2024 AC 2.7 $264.85 @$265.00 $23.12
($264.85)
8.72% 9.97% O 7.35% I $284.32 $21.96
( $284.32 )
-5.02%
Dec. 19, 2023 AC 2.5 $280.00 @$280.00 $19.78
($280.00)
7.06% -12.16% O -12.05% O $246.25 $34.07
( $246.25 )
72.24%
Sept. 20, 2023 AC 2.5 $250.52 @$250.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 20, 2023 AC 2.8 $231.65 @$230.00
March 16, 2023 AC 2.6 $204.05 @$200.00
Dec. 20, 2022 AC 2.7 $164.35 @$165.00
Sept. 22, 2022 AC 3.0 $154.54 @$155.00
June 23, 2022 AC 2.9 $228.13 @$227.50
March 17, 2022 AC 2.9 $227.98 @$230.00
Dec. 16, 2021 AC 3.0 $238.52 @$240.00

 
 
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