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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Flowers Foods (FLO) - NYSE Next Earnings Date: Aug. 20, 2026 AC
EVR: 2.5
Avg Daily Volume: 5,567,940    Market Cap: 1.6B
Sector: Consumer Defensive    Short Interest: 20.61
Live Interactive Chart
Days to Next Earnings: 10 Days
Implied Move Weekly: 9.52%       Expires on: Aug. 21, 2026
Implied Move Monthly: 14.01%       Expires on: Sept. 18, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
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. 20, 2026 AC None $0.00 @$7.50 $1.00
($7.14)
14.01% -None% -None% $0.00 $0.00
( N/A )
None%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 6, 2025 AC 1.9 $11.65 @$12.50
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

 
 
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