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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Freshpet (FRPT) - NASDAQ Next Earnings Date: OS Estimate: Aug. 3, 2026 BO
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 4.7
Avg Daily Volume: 1,443,338    Market Cap: 3.3B
Sector: Consumer Goods    Short Interest: 12.92
Live Interactive Chart
Days to Next Earnings: 83 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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 6, 2026 BO 4.9 $60.17 @$60.00 $7.25
($60.17)
12.08% -12.36% O -8.72% I $54.92 $5.80
( $54.92 )
-20.0%
Feb. 23, 2026 BO 5.1 $74.51 @$75.00 $11.50
($74.51)
15.33% 5.94% I 5.46% I $78.58 $9.40
( $78.58 )
-18.26%
Nov. 3, 2025 BO 5.1 $49.21 @$50.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 26, 2024 BO 4.6 $92.01 @$90.00
Nov. 6, 2023 BO 3.9 $58.25 @$57.50

 
 
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