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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Fabrinet (FN) - NYSE Next Earnings Date: Estimated on May 6, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 4.4
Avg Daily Volume: 449,929    Market Cap: 7.94B
Sector: Consumer Goods    Short Interest: 4.06
Live Interactive Chart
Days to Next Earnings: 39 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 38
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
Feb. 5, 2024 AC 3.9 $223.60 @$220.00 $26.45
($223.60)
12.02% -25.52% O -18.41% O $182.43 $38.05
( $182.43 )
43.86%
Feb. 6, 2023 AC 3.9 $132.06 @$130.00 $11.25
($132.06)
8.65% -9.04% O -7.67% I $121.92 $10.00
( $121.92 )
-11.11%
Aug. 15, 2022 AC 3.7 $100.71 @$100.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 2, 2022 AC 3.6 $99.42 @$100.00
Jan. 31, 2022 AC 3.6 $113.16 @$115.00
Nov. 1, 2021 AC 3.5 $98.28 @$100.00
Aug. 16, 2021 AC 3.6 $89.50 @$90.00
May 3, 2021 AC 3.8 $86.11 @$85.00
Feb. 1, 2021 AC 4.1 $80.78 @$80.00
Nov. 2, 2020 AC 4.2 $61.18 @$60.00

 
 
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