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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Flowers Foods (FLO) - NYSE Next Earnings Date: Estimated on Aug. 14, 2026
OS Projected Window: Aug. 10, 2026 to Aug. 15, 2026
EVR: 2.5
Avg Daily Volume: 9,736,635    Market Cap: 1.6B
Sector: Consumer Goods    Short Interest: 17.4
Live Interactive Chart
Days to Next Earnings: 49 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
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
May 21, 2026 AC 2.2 $7.01 @$7.50 $1.08
($7.01)
14.4% 15.12% O 13.26% I $7.94 $0.90
( $7.94 )
-16.67%
Feb. 12, 2026 AC 1.9 $11.35 @$12.50 $1.12
($11.35)
8.96% -13.3% O -8.72% I $10.36 $2.27
( $10.36 )
102.68%
Nov. 6, 2025 AC 1.9 $11.65 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 15, 2025 BO 2.0 $16.58 @$17.50
May 16, 2025 BO 2.0 $17.07 @$17.50
Feb. 7, 2025 BO 2.1 $19.34 @$20.00
Nov. 8, 2024 BO 2.2 $22.03 @$22.50
Aug. 16, 2024 BO 2.5 $22.66 @$22.50
May 16, 2024 AC 2.3 $25.49 @$25.00
Feb. 8, 2024 AC 2.3 $23.39 @$22.50

 
 
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