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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Federal Signal Corporation (FSS) - NYSE Next Earnings Date: Estimated on July 25, 2024
EVR: 2.0
Avg Daily Volume: 351,749    Market Cap: 4.78B
Sector: Industrial Goods    Short Interest: 1.73
Live Interactive Chart
Days to Next Earnings: 52 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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
Feb. 27, 2024 BO 2.0 $82.11 @$80.00 $6.85
($82.11)
8.56% 4.71% I 2.59% I $84.24 $5.53
( $84.24 )
-19.27%
Nov. 2, 2023 BO 1.8 $57.87 @$60.00 $3.05
($57.87)
5.08% 10.16% O 9.29% O $63.25 $4.08
( $63.25 )
33.77%
July 27, 2023 BO 1.8 $61.96 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 2, 2023 BO 1.9 $51.84 @$50.00
March 1, 2023 BO 1.8 $52.77 @$55.00
July 27, 2022 BO 1.9 $37.81 @$40.00
May 2, 2022 BO 2.0 $34.03 @$35.00
March 1, 2022 BO 2.0 $36.11 @$35.00
Nov. 9, 2021 BO 2.2 $46.00 @$45.00
July 29, 2021 BO 2.5 $38.95 @$40.00

 
 
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