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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Federal Realty Investment Trust (FRT) - NYSE Next Earnings Date: OS Estimate: Feb. 11, 2027 BO
OS Projected Window: Feb. 8, 2027 to Feb. 13, 2027
EVR: 1.0
Avg Daily Volume: 993,477    Market Cap: 9.5B
Sector: Real Estate    Short Interest: 5.21
Live Interactive Chart
Days to Next Earnings: 93 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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
Oct. 30, 2026 BO 1.0 $111.44 @$110.00 $4.62
($111.44)
4.2% -1.76% I -1.12% I $110.19 $3.62
( $110.19 )
-21.65%
July 31, 2026 BO 1.1 $124.09 @$125.00 $5.32
($124.09)
4.26% 1.68% I 0.0% $124.09 $4.85
( $124.09 )
-8.83%
May 1, 2026 BO 1.0 $110.90 @$110.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 12, 2026 AC 1.1 $104.75 @$105.00
Oct. 31, 2025 BO 1.1 $94.87 @$95.00
Aug. 6, 2025 AC 1.2 $93.18 @$95.00
May 8, 2025 AC 1.2 $95.23 @$95.00
Feb. 13, 2025 AC 1.2 $111.82 @$110.00
Oct. 30, 2024 AC 1.2 $114.25 @$115.00
Aug. 1, 2024 AC 1.3 $112.80 @$115.00

 
 
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