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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
FactSet Research Systems Inc. (FDS) - NYSE Next Earnings Date: Estimated on Dec. 17, 2026
OS Projected Window: Dec. 14, 2026 to Dec. 19, 2026
EVR: 2.6
Avg Daily Volume: 792,007    Market Cap: 11.6B
Sector: Financial Services    Short Interest: 10.76
Live Interactive Chart
Days to Next Earnings: 37 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 74
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. 30, 2026 BO 2.6 $259.97 @$260.00 $25.55
($259.97)
9.83% 4.71% I 3.83% I $269.95 $22.25
( $269.95 )
-12.92%
July 1, 2026 BO 2.4 $230.08 @$230.00 $27.70
($230.08)
12.04% 10.47% I 6.72% I $245.55 $23.05
( $245.55 )
-16.79%
March 31, 2026 BO 2.3 $204.55 @$200.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Dec. 18, 2025 BO 2.2 $296.13 @$300.00
Sept. 18, 2025 BO 2.0 $336.04 @$340.00
June 23, 2025 BO 2.0 $422.34 @$420.00
March 20, 2025 BO 2.1 $438.40 @$440.00
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

 
 
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