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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Fresh Del Monte Produce (FDP) - NYSE Next Earnings Date: OS Estimate: July 8, 2026 BO
OS Projected Window: July 6, 2026 to July 11, 2026
EVR: 3.0
Avg Daily Volume: 287,195    Market Cap: 2.0B
Sector: Consumer Goods    Short Interest: 2.8
Live Interactive Chart
Days to Next Earnings: 78 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 58
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 5, 2026 BO 3.1 $40.35 @$40.00 $2.90
($40.35)
7.25% -9.44% O -6.41% I $37.76 $3.00
( $37.76 )
3.45%
Feb. 18, 2026 BO 3.1 $40.32 @$40.00 $3.23
($40.32)
8.07% 6.39% I 5.53% I $42.55 $3.08
( $42.55 )
-4.64%
Oct. 29, 2025 BO 3.1 $34.36 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 30, 2025 BO 3.1 $36.07 @$35.00
April 30, 2025 BO 3.2 $34.77 @$35.00
Feb. 24, 2025 BO 2.8 $30.88 @$30.00
May 1, 2024 BO 3.3 $25.57 @$25.00
Nov. 1, 2023 BO 3.1 $25.00 @$25.00
Aug. 2, 2023 BO 3.2 $26.46 @$25.00
May 3, 2023 BO 3.4 $28.58 @$30.00

 
 
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