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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Foot Locker (FL) - NYSE Next Earnings Date: Estimated on May 30, 2024
OS Projected Window: May 20, 2024 to May 25, 2024
EVR: 7.9
Avg Daily Volume: 3,973,441    Market Cap: 2.12B
Sector: Consumer Goods    Short Interest: 23.48
Live Interactive Chart
Days to Next Earnings: 41 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 63
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 6, 2024 BO 7.2 $34.31 @$34.50 $6.30
($34.31)
18.26% -32.64% O -29.35% O $24.24 $10.25
( $24.24 )
62.7%
Nov. 29, 2023 BO 6.9 $23.84 @$24.00 $4.18
($23.84)
17.42% 21.47% O 16.06% I $27.67 $4.07
( $27.67 )
-2.63%
Aug. 23, 2023 BO 5.8 $23.20 @$23.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 19, 2023 BO 5.6 $41.52 @$42.50
March 20, 2023 BO 5.6 $42.26 @$42.50
Nov. 18, 2022 BO 5.3 $33.00 @$32.50
Aug. 19, 2022 BO 4.8 $31.98 @$32.50
May 20, 2022 BO 4.8 $30.30 @$30.00
Feb. 25, 2022 BO 3.8 $41.41 @$41.00
Nov. 19, 2021 BO 3.8 $57.56 @$57.50

 
 
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