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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Farmer Brothers Company (FARM) - NASDAQ Next Earnings Date: OS Estimate: Sept. 17, 2026 AC
OS Projected Window: Sept. 14, 2026 to Sept. 19, 2026
EVR: 6.4
Avg Daily Volume: 172,392    Market Cap: 27.8M
Sector: Consumer Goods    Short Interest: 1.44
Live Interactive Chart
Days to Next Earnings: 128 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 21
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
May 7, 2026 AC None $0.00 @$2.50 $1.10
($1.28)
85.94% -None% -None% $0.00 $0.00
( N/A )
None%
Feb. 13, 2026 AC 7.3 $1.54 @$2.50 $0.92
($1.54)
36.8% -8.44% I -4.54% I $1.47 $0.95
( $1.47 )
3.26%
Feb. 5, 2026 AC 7.6 $1.61 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 6, 2025 AC 7.2 $1.72 @$2.50
Sept. 11, 2025 AC 6.8 $2.33 @$2.50
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

 
 
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