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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
FedEx Corporation (FDX) - NYSE Next Earnings Date: Dec. 19, 2023 AC
EVR: 2.5
Avg Daily Volume: 1,870,201    Market Cap: 66.61B
Sector: Services    Short Interest: 1.05
Live Interactive Chart
Days to Next Earnings: 77 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 61
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
Sept. 20, 2023 AC 2.5 $250.52 @$250.00 $18.05
($250.52)
7.22% 7.12% I 4.52% I $261.85 $18.19
( $261.85 )
0.78%
June 20, 2023 AC 2.8 $231.65 @$230.00 $20.90
($231.65)
9.09% -3.63% I -2.5% I $225.84 $11.93
( $225.84 )
-42.92%
March 16, 2023 AC 2.6 $204.05 @$200.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Dec. 20, 2022 AC 2.7 $164.35 @$165.00
Sept. 22, 2022 AC 3.0 $154.54 @$155.00
June 23, 2022 AC 2.9 $228.13 @$227.50
March 17, 2022 AC 2.9 $227.98 @$230.00
Dec. 16, 2021 AC 3.0 $238.52 @$240.00
Sept. 21, 2021 AC 3.0 $252.07 @$252.50
June 24, 2021 AC 2.9 $303.69 @$302.50

 
 
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