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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Abercrombie & Fitch Company (ANF) - NYSE Next Earnings Date: OS Estimate: Nov. 25, 2026 BO
OS Projected Window: Nov. 23, 2026 to Nov. 28, 2026
EVR: 7.3
Avg Daily Volume: 1,544,737    Market Cap: 6.2B
Sector: Consumer Cyclical    Short Interest: 9.81
Live Interactive Chart
Days to Next Earnings: 75 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 69
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
Aug. 26, 2026 BO 6.9 $108.90 @$109.00 $16.90
($108.90)
15.5% 41.94% O 35.67% O $147.75 $41.05
( $147.75 )
142.9%
May 27, 2026 BO 7.0 $74.78 @$75.00 $13.05
($74.78)
17.4% 16.6% I 8.87% I $81.42 $11.43
( $81.42 )
-12.41%
March 4, 2026 BO 6.9 $99.22 @$99.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 25, 2025 BO 6.3 $65.61 @$66.00
Aug. 27, 2025 BO 6.9 $96.74 @$97.00
May 28, 2025 BO 6.1 $77.15 @$77.00
March 5, 2025 BO 6.0 $96.11 @$96.00
Nov. 26, 2024 BO 6.5 $154.50 @$155.00
Aug. 28, 2024 BO 6.8 $166.61 @$167.50
May 29, 2024 BO 6.1 $152.39 @$152.50

 
 
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