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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Fabrinet (FN) - NYSE Next Earnings Date: Estimated on May 6, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 4.4
Avg Daily Volume: 495,870    Market Cap: 6.37B
Sector: Consumer Goods    Short Interest: 5.91
Live Interactive Chart
Days to Next Earnings: 8 Days
Implied Move Monthly: 13.04%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
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 6, 2024 AC None $0.00 @$165.00 $21.40
($164.17)
13.04% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 5, 2024 AC 3.9 $223.60 @$220.00 $26.45
($223.60)
12.02% -25.52% O -18.41% O $182.43 $38.05
( $182.43 )
43.86%
Feb. 6, 2023 AC 3.9 $132.06 @$130.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 15, 2022 AC 3.7 $100.71 @$100.00
May 2, 2022 AC 3.6 $99.42 @$100.00
Jan. 31, 2022 AC 3.6 $113.16 @$115.00
Nov. 1, 2021 AC 3.5 $98.28 @$100.00
Aug. 16, 2021 AC 3.6 $89.50 @$90.00
May 3, 2021 AC 3.8 $86.11 @$85.00
Feb. 1, 2021 AC 4.1 $80.78 @$80.00

 
 
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