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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
FactSet Research Systems Inc. (FDS) - NYSE Next Earnings Date: Estimated on March 19, 2026
OS Projected Window: March 23, 2026 to March 28, 2026
EVR: 2.3
Avg Daily Volume: 739,724    Market Cap: 9.8B
Sector: None    Short Interest: 6.25
Live Interactive Chart
Days to Next Earnings: 41 Days

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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 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 $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

 
 
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