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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Abercrombie & Fitch Company (ANF) - NYSE Next Earnings Date: OS Estimate: Aug. 26, 2025 BO
OS Projected Window: Aug. 25, 2025 to Aug. 30, 2025
EVR: 6.9
Avg Daily Volume: 3,109,565    Market Cap: 3.7B
Sector: Services    Short Interest: 16.02
Live Interactive Chart
Days to Next Earnings: 63 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
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 28, 2025 BO 6.1 $77.15 @$77.00 $12.65
($77.15)
16.43% 36.08% O 14.67% I $88.47 $13.72
( $88.47 )
8.46%
March 5, 2025 BO 6.0 $96.11 @$96.00 $15.75
($96.11)
16.41% -17.0% O -9.23% I $87.23 $10.90
( $87.23 )
-30.79%
Nov. 26, 2024 BO 6.5 $154.50 @$155.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 28, 2024 BO 6.8 $166.61 @$167.50
May 29, 2024 BO 6.1 $152.39 @$152.50
March 6, 2024 BO 6.4 $139.95 @$140.00
Nov. 21, 2023 BO 6.5 $72.29 @$72.00
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

 
 
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