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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
First Industrial Realty Trust (FR) - NYSE Next Earnings Date: OS Estimate: July 17, 2024 AC
OS Projected Window: July 15, 2024 to July 20, 2024
EVR: 1.3
Avg Daily Volume: 1,135,524    Market Cap: 7.03B
Sector: Financial    Short Interest: 1.62
Live Interactive Chart
Days to Next Earnings: 84 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
April 17, 2024 AC 1.1 $48.60 @$50.00 $4.35
($48.60)
8.7% -5.74% I -5.2% I $46.07 $4.48
( $46.07 )
2.99%
Feb. 7, 2024 AC 1.0 $50.59 @$50.00 $2.10
($50.59)
4.2% 6.99% O 5.94% O $53.60 $3.75
( $53.60 )
78.57%
Oct. 18, 2023 AC 1.0 $43.50 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 19, 2023 AC 1.0 $52.64 @$55.00
April 19, 2023 AC 1.0 $51.85 @$50.00
Feb. 8, 2023 AC 1.1 $53.71 @$55.00
Oct. 19, 2022 AC 1.1 $44.10 @$45.00
July 20, 2022 AC 0.9 $48.29 @$50.00
April 20, 2022 AC 0.9 $65.32 @$65.00
Feb. 9, 2022 AC 0.9 $60.77 @$60.00

 
 
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