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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
FalconStor Software, Inc. (FALC) - NASDAQ Next Earnings Date: OS Estimate: Nov. 13, 2025 AC
OS Projected Window: Nov. 10, 2025 to Nov. 15, 2025
EVR: 6.0
Avg Daily Volume: 583    Market Cap: 12.9M
Sector: Technology    Short Interest: 0.02
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 18
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
Aug. 10, 2017 AC 4.8 $0.20 @$2.50 $2.30
($0.20)
92.0% -5.0% I 0.0% I $0.20 $2.30
( $0.20 )
0.0%
May 4, 2017 AC 4.1 $0.37 @$2.50 $2.15
($0.37)
86.0% -29.72% I 2.7% I $0.38 $2.12
( $0.38 )
-1.4%
March 9, 2017 AC 3.4 $0.62 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 2, 2016 AC 3.3 $0.70 @$2.50
Aug. 8, 2011 AC 3.8 $3.50 @$5.00
April 28, 2011 AC 3.8 $4.47 @$5.00
Feb. 10, 2011 AC 2.8 $3.71 @$5.00/$2.50
April 29, 2010 AC 3.5 $3.13 @$2.50
Feb. 4, 2010 AC 3.7 $3.07 @$2.50
Oct. 28, 2009 AC 4.1 $3.69 @$5.00/$2.50

 
 
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