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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Fabrinet (FN) - NYSE Next Earnings Date: OS Estimate: Aug. 17, 2026 AC
OS Projected Window: Aug. 17, 2026 to Aug. 22, 2026
EVR: 5.2
Avg Daily Volume: 930,324    Market Cap: 20.6B
Sector: Consumer Goods    Short Interest: 6.12
Live Interactive Chart
Days to Next Earnings: 52 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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 4, 2026 AC 5.3 $717.80 @$720.00 $126.10
($717.80)
17.51% -10.85% I -8.0% I $660.32 $94.20
( $660.32 )
-25.3%
Feb. 2, 2026 AC 5.0 $499.61 @$500.00 $82.95
($499.61)
16.59% -16.99% O -10.22% I $448.53 $67.70
( $448.53 )
-18.38%
Nov. 3, 2025 AC 5.3 $443.00 @$440.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 18, 2025 AC 5.3 $327.12 @$330.00
May 5, 2025 AC 5.4 $220.90 @$220.00
Feb. 3, 2025 AC 5.3 $225.60 @$230.00
Nov. 4, 2024 AC 5.7 $239.61 @$240.00
Aug. 19, 2024 AC 5.2 $231.55 @$230.00
May 6, 2024 AC 4.9 $188.83 @$190.00
Feb. 5, 2024 AC 4.4 $223.60 @$220.00

 
 
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