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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Abercrombie & Fitch Company (ANF) - NYSE Next Earnings Date: OS Estimate: May 27, 2026 BO
OS Projected Window: May 25, 2026 to May 30, 2026
EVR: 7.0
Avg Daily Volume: 1,513,372    Market Cap: 3.3B
Sector: Services    Short Interest: 12.36
Live Interactive Chart
Days to Next Earnings: 63 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 67
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
March 4, 2026 BO 6.9 $99.22 @$99.00 $15.75
($99.22)
15.91% -9.41% I -3.59% I $95.65 $9.60
( $95.65 )
-39.05%
Nov. 25, 2025 BO 6.3 $65.61 @$66.00 $10.85
($65.61)
16.44% 38.07% O 37.54% O $90.24 $24.52
( $90.24 )
125.99%
Aug. 27, 2025 BO 6.9 $96.74 @$97.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
March 6, 2024 BO 6.4 $139.95 @$140.00
Nov. 21, 2023 BO 6.5 $72.29 @$72.00

 
 
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