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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Freshpet (FRPT) - NASDAQ Next Earnings Date: OS Estimate: Feb. 23, 2027 BO
OS Projected Window: Feb. 22, 2027 to Feb. 27, 2027
EVR: 4.5
Avg Daily Volume: 1,107,386    Market Cap: 3.3B
Sector: Consumer Defensive    Short Interest: 16.28
Live Interactive Chart
Days to Next Earnings: 105 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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
Nov. 4, 2026 BO 5.0 $69.60 @$70.00 $8.40
($69.60)
12.0% -3.85% I 2.42% I $71.29 $6.00
( $71.29 )
-28.57%
Aug. 5, 2026 BO 4.7 $62.38 @$62.50 $8.45
($62.38)
13.52% 18.69% O 14.57% O $71.47 $10.42
( $71.47 )
23.31%
May 6, 2026 BO 4.9 $60.17 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 23, 2026 BO 5.1 $74.51 @$75.00
Nov. 3, 2025 BO 5.1 $49.21 @$50.00
Aug. 4, 2025 BO 5.0 $65.85 @$65.00
May 5, 2025 BO 5.5 $76.36 @$77.50
Feb. 20, 2025 BO 5.3 $130.57 @$130.00
Aug. 5, 2024 BO 5.2 $122.10 @$120.00
May 6, 2024 BO 5.0 $109.58 @$110.00

 
 
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