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 June 20, 2024
OS Projected Window: June 24, 2024 to June 29, 2024
EVR: 2.1
Avg Daily Volume: 225,876    Market Cap: 17.31B
Sector: None    Short Interest: 3.87
Live Interactive Chart
Days to Next Earnings: 22 Days
Implied Move Weekly: 6.02%       Expires on: June 21, 2024
Implied Move Monthly: 8.03%       Expires on: July 19, 2024

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
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 20, 2024 BO None $0.00 @$430.00 $34.30
($427.05)
8.03% -None% I -None% I $0.00 $0.00
( N/A )
None%
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

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