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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
FactSet Research Systems Inc. (FDS) - NYSE Next Earnings Date: March 31, 2026 BO
EVR: 2.3
Avg Daily Volume: 1,033,049    Market Cap: 7.8B
Sector: None    Short Interest: 9.78
Live Interactive Chart
Days to Next Earnings: 4 Days
Implied Move Monthly: 11.79%       Expires on: April 17, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 72
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 31, 2026 BO None $0.00 @$195.00 $23.15
($196.27)
11.79% -None% -None% $0.00 $0.00
( N/A )
None%
Dec. 18, 2025 BO 2.2 $296.13 @$300.00 $28.60
($296.13)
9.53% -9.41% I -7.67% I $273.39 $31.02
( $273.39 )
8.46%
Sept. 18, 2025 BO 2.0 $336.04 @$340.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Dec. 19, 2023 BO 2.1 $458.48 @$460.00
Sept. 21, 2023 BO 2.2 $423.77 @$420.00

 
 
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