Optionslam.com

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

 
Abercrombie & Fitch Company (ANF) - NYSE Next Earnings Date: Estimated on March 6, 2024
OS Projected Window: Feb. 26, 2024 to March 2, 2024
EVR: 6.4
Avg Daily Volume: 1,341,910    Market Cap: 6.01B
Sector: Services    Short Interest: 17.49
Live Interactive Chart
Days to Next Earnings: 14 Days
Implied Move Weekly: 16.20%       Expires on: March 8, 2024
Implied Move Monthly: 17.14%       Expires on: March 15, 2024

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 59
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 6, 2024 BO None $0.00 @$117.00 $20.10
($117.25)
17.14% -None% I -None% I $0.00 $0.00
( N/A )
None%
Nov. 21, 2023 BO 6.5 $72.29 @$72.00 $11.65
($72.29)
16.18% -9.25% I 2.4% I $74.03 $6.50
( $74.03 )
-44.21%
Aug. 23, 2023 BO 6.4 $41.17 @$41.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 23, 2021 BO 4.8 $47.04 @$47.00

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