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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Federal Realty Investment Trust (FRT) - NYSE Next Earnings Date: OS Estimate: Aug. 1, 2024 AC
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 1.3
Avg Daily Volume: 638,354    Market Cap: 8.47B
Sector: Financial    Short Interest: 2.62
Live Interactive Chart
Days to Next Earnings: 85 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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 2, 2024 AC 1.3 $104.91 @$105.00 $4.53
($104.91)
4.31% -3.81% I -2.76% I $102.01 $4.28
( $102.01 )
-5.52%
Feb. 12, 2024 AC 1.5 $100.71 @$100.00 $5.62
($100.71)
5.62% -2.94% I 0.33% I $101.05 $6.17
( $101.05 )
9.79%
Nov. 2, 2023 AC 1.5 $93.45 @$95.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 2, 2023 AC 1.6 $100.74 @$100.00
May 4, 2023 AC 1.7 $96.43 @$95.00
Feb. 8, 2023 AC 1.8 $109.19 @$110.00
Nov. 3, 2022 AC 1.7 $99.41 @$100.00
Aug. 4, 2022 BO 1.7 $104.17 @$105.00
May 5, 2022 BO 1.7 $121.65 @$120.00
Feb. 10, 2022 AC 1.7 $124.00 @$125.00

 
 
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