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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Abercrombie & Fitch Company (ANF) - NYSE Next Earnings Date: Estimated on Aug. 28, 2024
OS Projected Window: Aug. 26, 2024 to Aug. 31, 2024
EVR: 6.8
Avg Daily Volume: 1,744,585    Market Cap: 7.67B
Sector: Services    Short Interest: 16.4
Live Interactive Chart
Days to Next Earnings: 33 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 60
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 29, 2024 BO 6.1 $152.39 @$152.50 $23.25
($152.39)
15.25% 29.26% O 24.31% O $189.45 $38.12
( $189.45 )
63.96%
March 6, 2024 BO 6.4 $139.95 @$140.00 $25.80
($139.95)
18.43% -6.61% I -3.54% I $134.99 $10.85
( $134.99 )
-57.95%
Nov. 21, 2023 BO 6.5 $72.29 @$72.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 22, 2022 BO 5.5 $18.63 @$18.50
Aug. 25, 2022 BO 5.5 $18.65 @$18.50
May 24, 2022 BO 4.8 $26.73 @$27.00
March 2, 2022 BO 4.6 $35.85 @$36.00

 
 
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