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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Fastly (FSLY) - NYSE Next Earnings Date: Aug. 6, 2025 AC
EVR: 7.9
Avg Daily Volume: 2,657,810    Market Cap: 970.9M
Sector: None    Short Interest: 6.05
Live Interactive Chart
Days to Next Earnings: 6 Days
Implied Move Weekly: 15.33%       Expires on: Aug. 8, 2025
Implied Move Monthly: 16.79%       Expires on: Aug. 15, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 25
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
Aug. 6, 2025 AC None $0.00 @$7.00 $1.15
($6.85)
16.79% -None% I -None% I $0.00 $0.00
( N/A )
None%
May 7, 2025 AC 7.9 $6.03 @$6.00 $0.98
($6.03)
16.33% 27.03% O 26.36% O $7.62 $1.65
( $7.62 )
68.37%
Feb. 12, 2025 AC 7.9 $10.07 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 6, 2024 AC 8.2 $8.16 @$8.00
Aug. 7, 2024 AC 8.2 $6.84 @$7.00
May 1, 2024 AC 7.8 $12.93 @$13.00
Feb. 14, 2024 AC 7.1 $23.54 @$22.50
Nov. 1, 2023 AC 6.6 $14.25 @$14.00
Aug. 2, 2023 AC 6.5 $16.45 @$16.50
May 3, 2023 AC 7.4 $13.53 @$13.50

 
 
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