Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
FactSet Research Systems Inc. (FDS) - NYSE Next Earnings Date: Estimated on Sept. 18, 2025
OS Projected Window: Oct. 20, 2025 to Oct. 25, 2025
EVR: 2.0
Avg Daily Volume: 395,672    Market Cap: 14.1B
Sector: None    Short Interest: 4.6
Live Interactive Chart
Days to Next Earnings: 3 Days
Implied Move Weekly: 4.92%       Expires on: Sept. 19, 2025
Implied Move Monthly: 8.26%       Expires on: Oct. 17, 2025

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 70
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
Sept. 18, 2025 BO None $0.00 @$360.00 $29.90
($361.84)
8.26% -None% I -None% I $0.00 $0.00
( N/A )
None%
June 23, 2025 BO 2.0 $422.34 @$420.00 $26.85
($422.34)
6.39% 5.56% I 3.47% I $437.03 $24.73
( $437.03 )
-7.9%
March 20, 2025 BO 2.1 $438.40 @$440.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Dec. 19, 2024 BO 2.1 $473.05 @$470.00
June 21, 2024 BO 2.1 $408.35 @$410.00
March 21, 2024 BO 2.0 $487.90 @$490.00
Dec. 19, 2023 BO 2.1 $458.48 @$460.00
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

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US