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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
FactSet Research Systems Inc. (FDS) - NYSE Next Earnings Date: Estimated on Sept. 19, 2024
OS Projected Window: Oct. 7, 2024 to Oct. 12, 2024
EVR: 2.1
Avg Daily Volume: 329,734    Market Cap: 15.56B
Sector: None    Short Interest: 5.79
Live Interactive Chart
Days to Next Earnings: 55 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
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
June 21, 2024 BO 2.1 $408.35 @$410.00 $35.00
($408.35)
8.54% 5.3% I 3.76% I $423.73 $21.50
( $423.73 )
-38.57%
March 21, 2024 BO 2.0 $487.90 @$490.00 $28.90
($487.90)
5.9% -7.96% O -7.63% O $450.66 $38.67
( $450.66 )
33.81%
Dec. 19, 2023 BO 2.1 $458.48 @$460.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Sept. 21, 2023 BO 2.2 $423.77 @$420.00
June 22, 2023 BO 2.2 $423.34 @$420.00
March 23, 2023 BO 2.1 $415.65 @$420.00
June 23, 2022 BO 2.1 $359.94 @$360.00
March 24, 2022 BO 2.2 $426.89 @$430.00
Dec. 21, 2021 BO 2.4 $470.97 @$470.00
Sept. 28, 2021 BO 2.5 $369.12 @$370.00

 
 
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