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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Foot Locker (FL) - NYSE Next Earnings Date: OS Estimate: Nov. 27, 2025 BO
OS Projected Window: Nov. 24, 2025 to Nov. 29, 2025
EVR: 6.0
Avg Daily Volume: 3,872,267    Market Cap: 2.4B
Sector: Consumer Goods    Short Interest: 19.2
Live Interactive Chart
Days to Next Earnings: 73 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 70
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
Aug. 27, 2025 BO 7.1 $26.49 @$26.50 $5.35
($26.49)
20.19% 1.77% I -0.07% I $26.47 $5.38
( $26.47 )
0.56%
May 29, 2025 BO 7.8 $23.90 @$24.00 $0.93
($23.90)
3.88% -0.46% I 0.12% I $23.93 $0.45
( $23.93 )
-51.61%
March 5, 2025 BO 8.3 $17.37 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Dec. 4, 2024 BO 8.5 $24.17 @$24.00
Aug. 28, 2024 BO 8.6 $32.81 @$33.00
May 30, 2024 BO 7.9 $22.52 @$22.50
March 6, 2024 BO 7.2 $34.31 @$34.50
Nov. 29, 2023 BO 6.9 $23.84 @$24.00
Aug. 23, 2023 BO 5.8 $23.20 @$23.00
May 19, 2023 BO 5.6 $41.52 @$42.50

 
 
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