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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
FNCB Bancorp Inc. (FNCB) - NASDAQ Next Earnings Date: Estimate: May 16, 2024 AC
EVR: 1.1
Avg Daily Volume: 25,201    Market Cap: 111.87M
Sector: Finance    Short Interest: 0.35
Live Interactive Chart
Days to Next Earnings: 11 Days
Implied Move Weekly: 8.04%       Expires on: May 17, 2024
Implied Move Monthly: 8.93%       Expires on: June 21, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 10
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
Jan. 30, 2024 AC 1.0 $6.85 @$7.50 $0.68
($6.85)
9.07% -6.13% I -5.1% I $6.50 $1.03
( $6.50 )
51.47%
Oct. 30, 2023 AC 1.1 $5.70 @$5.00 $0.53
($5.70)
10.6% -1.22% I -1.05% I $5.64 $0.68
( $5.64 )
28.3%
July 28, 2023 AC 1.2 $6.46 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 28, 2023 AC 1.1 $6.30 @$7.50
Jan. 27, 2023 AC 1.2 $7.96 @$7.50
Oct. 28, 2022 AC 1.4 $7.63 @$7.50
July 29, 2022 AC 1.5 $7.88 @$7.50
April 29, 2022 AC 1.4 $9.02 @$10.00
Jan. 28, 2022 AC 1.5 $8.81 @$10.00
Oct. 29, 2021 AC 1.6 $8.57 @$7.50

 
 
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