Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Abercrombie & Fitch Company (ANF) - NYSE Next Earnings Date: May 27, 2026 BO
EVR: 7.0
Avg Daily Volume: 1,135,663    Market Cap: 3.8B
Sector: Services    Short Interest: 7.38
Live Interactive Chart
Days to Next Earnings: 7 Days
Implied Move Weekly: 15.11%       Expires on: May 29, 2026
Implied Move Monthly: 17.95%       Expires on: June 18, 2026

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 68
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 27, 2026 BO None $0.00 @$72.00 $12.95
($72.14)
17.95% -None% -None% $0.00 $0.00
( N/A )
None%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
March 6, 2024 BO 6.4 $139.95 @$140.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US