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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Five Below (FIVE) - NASDAQ Next Earnings Date: OS Estimate: Aug. 27, 2025 AC
OS Projected Window: Aug. 25, 2025 to Aug. 30, 2025
EVR: 3.9
Avg Daily Volume: 2,226,156    Market Cap: 4.7B
Sector: Services    Short Interest: 10.84
Live Interactive Chart
Days to Next Earnings: 78 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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 4, 2025 AC 3.8 $121.24 @$120.00 $15.60
($121.24)
13.0% 13.24% O 5.59% I $128.02 $12.05
( $128.02 )
-22.76%
March 19, 2025 AC 3.7 $75.59 @$75.00 $12.70
($75.59)
16.93% 8.87% I 0.68% I $76.11 $8.60
( $76.11 )
-32.28%
Dec. 4, 2024 AC 3.4 $104.97 @$105.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 28, 2024 AC 3.6 $78.94 @$80.00
June 5, 2024 AC 3.0 $132.79 @$135.00
March 20, 2024 AC 2.8 $208.97 @$210.00
Nov. 29, 2023 AC 3.0 $188.06 @$187.50
Aug. 30, 2023 AC 3.1 $182.95 @$182.50
June 1, 2023 AC 3.1 $169.35 @$170.00
March 15, 2023 AC 3.3 $198.17 @$200.00

 
 
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