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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Diamondback Energy (FANG) - NASDAQ Next Earnings Date: April 30, 2024 AC
EVR: 1.6
Avg Daily Volume: 1,416,900    Market Cap: 35.36B
Sector: Basic Materials    Short Interest: 3.53
Live Interactive Chart
Days to Next Earnings: 5 Days
Implied Move Weekly: 4.30%       Expires on: May 3, 2024
Implied Move Monthly: 5.50%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
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 30, 2024 AC None $0.00 @$207.50 $11.40
($207.10)
5.5% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 20, 2024 AC 1.6 $178.06 @$177.50 $10.25
($178.06)
5.77% 3.31% I 0.94% I $179.75 $9.30
( $179.75 )
-9.27%
Nov. 6, 2023 AC 1.6 $160.14 @$160.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 31, 2023 AC 1.8 $147.32 @$145.00
May 1, 2023 AC 1.8 $141.93 @$140.00
Feb. 21, 2023 AC 1.8 $134.21 @$133.49
Nov. 7, 2022 AC 2.1 $163.49 @$165.00
Aug. 1, 2022 AC 2.2 $125.92 @$125.00
May 2, 2022 AC 2.3 $127.50 @$125.00
Feb. 22, 2022 AC 2.3 $128.03 @$130.00

 
 
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