Optionslam.com

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

 
FactSet Research Systems Inc. (FDS) - NYSE Next Earnings Date: OS Estimate: July 17, 2024 BO
OS Projected Window: July 15, 2024 to July 20, 2024
EVR: 2.2
Avg Daily Volume: 311,298    Market Cap: 17.31B
Sector: None    Short Interest: 3.87
Live Interactive Chart
Days to Next Earnings: 56 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 62
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 21, 2024 BO 2.1 $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 2.2 $458.48 @$460.00 $27.00
($458.48)
5.87% -3.77% I -2.14% I $448.65 $20.90
( $448.65 )
-22.59%
March 23, 2023 BO 2.2 $415.65 @$420.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
June 29, 2021 BO 2.7 $337.03 @$340.00
March 30, 2021 BO 2.6 $323.95 @$320.00
Dec. 21, 2020 BO 2.8 $347.03 @$350.00

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