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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
FactSet Research Systems Inc. (FDS) - NYSE Next Earnings Date: Estimate: Dec. 19, 2023 BO
EVR: 2.2
Avg Daily Volume: 289,468    Market Cap: 16.68B
Sector: None    Short Interest: 3.18
Live Interactive Chart
Days to Next Earnings: 77 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 60
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
March 23, 2023 BO 2.2 $415.65 @$420.00 $28.00
($415.65)
6.67% -9.08% O -5.54% I $392.59 $32.97
( $392.59 )
17.75%
June 23, 2022 BO 2.1 $359.94 @$360.00 $25.00
($359.94)
6.94% 8.48% O 8.0% O $388.76 $35.18
( $388.76 )
40.72%
March 24, 2022 BO 2.2 $426.89 @$430.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Dec. 21, 2021 BO 2.4 $470.97 @$470.00
Sept. 28, 2021 BO 2.5 $369.12 @$370.00
June 29, 2021 BO 2.7 $337.03 @$340.00
March 30, 2021 BO 2.6 $323.95 @$320.00
Dec. 21, 2020 BO 2.8 $347.03 @$350.00
Sept. 24, 2020 BO 2.7 $330.72 @$330.00
June 25, 2020 BO 2.3 $297.21 @$300.00

 
 
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