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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
First American Corporation (New) (FAF) - NYSE Next Earnings Date: OS Estimate: July 24, 2025 BO
OS Projected Window: July 21, 2025 to July 26, 2025
EVR: 1.8
Avg Daily Volume: 913,132    Market Cap: 6.4B
Sector: Financial    Short Interest: 1.66
Live Interactive Chart
Days to Next Earnings: 90 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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
April 24, 2025 BO None $59.70 @$60.00 $5.12
($59.70)
8.53% 6.28% I 4.85% I $62.60 $5.15
( $62.60 )
0.59%
Feb. 13, 2025 BO 2.0 $62.68 @$65.00 $3.10
($62.68)
4.77% 2.12% I 0.49% I $62.99 $2.70
( $62.99 )
-12.9%
Oct. 24, 2024 BO 2.1 $63.80 @$65.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 25, 2024 BO 2.2 $57.21 @$55.00
April 25, 2024 BO 2.0 $57.78 @$60.00
Feb. 8, 2024 BO 2.1 $59.49 @$60.00
Oct. 26, 2023 BO 2.2 $50.06 @$50.00
July 27, 2023 BO 2.0 $59.79 @$60.00
April 27, 2023 BO 2.0 $55.30 @$55.00
Feb. 9, 2023 BO 1.9 $61.54 @$60.00

 
 
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