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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Fox Corporation (FOXA) - NASDAQ Next Earnings Date: OS Estimate: May 8, 2024 BO
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 2.2
Avg Daily Volume: 3,136,906    Market Cap: 13.75B
Sector: Consumer Services    Short Interest: 10.35
Live Interactive Chart
Days to Next Earnings: 14 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
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. 7, 2024 BO 2.2 $31.62 @$31.50 $1.45
($31.62)
4.6% -7.02% O -6.79% O $29.47 $2.15
( $29.47 )
48.28%
Nov. 2, 2023 BO 2.2 $30.46 @$30.00 $1.73
($30.46)
5.77% -5.9% O 1.6% I $30.95 $1.50
( $30.95 )
-13.29%
Aug. 8, 2023 BO 2.2 $33.08 @$33.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 9, 2023 BO 2.4 $32.17 @$32.00
Feb. 8, 2023 BO 2.3 $34.05 @$34.00
Nov. 1, 2022 BO 2.2 $28.87 @$29.00
Aug. 10, 2022 BO 2.3 $33.74 @$34.00
May 10, 2022 BO 2.3 $33.21 @$33.00
Feb. 9, 2022 BO 2.1 $40.82 @$41.00
Nov. 3, 2021 AC 2.1 $41.58 @$42.00

 
 
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