Optionslam.com

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

 
FactSet Research Systems Inc. (FDS) - NYSE Next Earnings Date: Dec. 18, 2025 BO
EVR: 2.2
Avg Daily Volume: 907,455    Market Cap: 9.8B
Sector: None    Short Interest: 6.25
Live Interactive Chart
Days to Next Earnings: 13 Days
Implied Move Weekly: 9.20%       Expires on: Dec. 19, 2025
Implied Move Monthly: 12.06%       Expires on: Jan. 16, 2026

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 71
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
Dec. 18, 2025 BO None $0.00 @$290.00 $35.05
($290.63)
12.06% -None% I -None% I $0.00 $0.00
( N/A )
None%
Sept. 18, 2025 BO 2.0 $336.04 @$340.00 $34.70
($336.04)
10.21% -11.36% O -10.35% O $301.23 $41.05
( $301.23 )
18.3%
June 23, 2025 BO 2.0 $422.34 @$420.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
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

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