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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
First American Corporation (New) (FAF) - NYSE Next Earnings Date: OS Estimate: April 25, 2024 BO
OS Projected Window: April 22, 2024 to April 27, 2024
EVR: 2.0
Avg Daily Volume: 768,418    Market Cap: 5.70B
Sector: Financial    Short Interest: 1.2
Live Interactive Chart
Days to Next Earnings: 28 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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
Feb. 8, 2024 BO 2.1 $59.49 @$60.00 $3.52
($59.49)
5.87% 2.38% I -0.84% I $58.99 $2.23
( $58.99 )
-36.65%
Oct. 26, 2023 BO 2.2 $50.06 @$50.00 $3.92
($50.06)
7.84% 5.35% I 3.35% I $51.74 $4.53
( $51.74 )
15.56%
July 27, 2023 BO 2.0 $59.79 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 27, 2023 BO 2.0 $55.30 @$55.00
Feb. 9, 2023 BO 1.9 $61.54 @$60.00
Oct. 27, 2022 BO 1.7 $46.54 @$45.00
July 28, 2022 BO 1.7 $56.85 @$55.00
April 28, 2022 BO 1.7 $60.14 @$60.00
Feb. 10, 2022 BO 1.7 $75.93 @$75.00
Oct. 21, 2021 BO 1.7 $74.14 @$75.00

 
 
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