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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
First Horizon Corporation (FHN) - NYSE Next Earnings Date: OS Estimate: July 15, 2026 BO
OS Projected Window: July 13, 2026 to July 18, 2026
EVR: 1.8
Avg Daily Volume: 4,276,699    Market Cap: 11.8B
Sector: Financial    Short Interest: 2.87
Live Interactive Chart
Days to Next Earnings: 19 Days
Implied Move Weekly: 6.26%       Expires on: July 17, 2026
Implied Move Monthly: 8.92%       Expires on: Aug. 21, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 60
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
July 15, 2026 BO None $0.00 @$26.00 $2.20
($25.58)
8.6% -None% -None% $0.00 $0.00
( N/A )
None%
April 15, 2026 BO 1.9 $24.25 @$24.00 $1.93
($24.25)
8.04% -2.35% I -0.32% I $24.17 $1.58
( $24.17 )
-18.13%
Jan. 15, 2026 BO 1.9 $24.05 @$24.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 15, 2025 BO 1.5 $23.02 @$23.00
July 16, 2025 BO 1.5 $21.22 @$21.00
April 16, 2025 BO 1.4 $17.56 @$18.00
Jan. 16, 2025 BO 1.4 $21.39 @$21.00
Oct. 16, 2024 BO 1.3 $16.71 @$17.00
July 17, 2024 BO 1.1 $17.45 @$17.00
April 17, 2024 BO 1.0 $13.91 @$14.00

 
 
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