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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
First American Corporation (New) (FAF) - NYSE Next Earnings Date: OS Estimate: Feb. 11, 2027 AC
OS Projected Window: Feb. 8, 2027 to Feb. 13, 2027
EVR: 1.8
Avg Daily Volume: 1,165,437    Market Cap: 6.5B
Sector: Financial Services    Short Interest: 6.22
Live Interactive Chart
Days to Next Earnings: 93 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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
Oct. 21, 2026 AC 1.7 $66.46 @$65.00 $5.78
($66.46)
8.89% -5.86% I -2.09% I $65.07 $5.62
( $65.07 )
-2.77%
July 22, 2026 AC 2.0 $70.52 @$70.00 $5.80
($70.52)
8.29% -2.63% I -2.21% I $68.96 $5.65
( $68.96 )
-2.59%
April 22, 2026 AC 2.0 $66.48 @$65.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 11, 2026 AC 1.9 $64.34 @$65.00
Oct. 22, 2025 AC 1.9 $61.40 @$60.00
July 23, 2025 AC 1.9 $57.62 @$60.00
April 24, 2025 BO 1.8 $59.70 @$60.00
Feb. 13, 2025 BO 2.0 $62.68 @$65.00
Oct. 24, 2024 BO 2.1 $63.80 @$65.00
July 25, 2024 BO 2.2 $57.21 @$55.00

 
 
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