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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Farmer Brothers Company (FARM) - NASDAQ Next Earnings Date: OS Estimate: May 6, 2026 AC
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 7.6
Avg Daily Volume: 68,184    Market Cap: 31.3M
Sector: Consumer Goods    Short Interest: 0.2
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 19
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. 5, 2026 AC None $1.61 @$2.50 $0.88
($1.61)
35.2% 11.8% I 6.21% I $1.71 $1.08
( $1.71 )
22.73%
Nov. 6, 2025 AC 7.2 $1.72 @$2.50 $0.78
($1.72)
31.2% -18.6% I -15.69% I $1.45 $0.93
( $1.45 )
19.23%
Sept. 11, 2025 AC 6.8 $2.33 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 8, 2025 AC 6.6 $1.90 @$2.50
Feb. 6, 2025 AC 5.1 $1.80 @$2.50
Nov. 7, 2024 AC 4.9 $1.83 @$2.50
May 9, 2024 AC 5.3 $3.31 @$2.50
Feb. 8, 2024 AC 5.5 $3.12 @$2.50
Nov. 9, 2023 AC 5.7 $2.74 @$2.50
Sept. 12, 2023 AC 5.3 $1.82 @$2.50

 
 
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