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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Fastly (FSLY) - NASDAQ Next Earnings Date: OS Estimate: Feb. 10, 2027 AC
OS Projected Window: Feb. 8, 2027 to Feb. 13, 2027
EVR: 10.0
Avg Daily Volume: 6,049,510    Market Cap: 3.7B
Sector: Technology    Short Interest: 12.92
Live Interactive Chart
Days to Next Earnings: 92 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 30
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 AC 10.0 $21.04 @$21.00 $4.85
($21.04)
23.1% -27.75% O -26.9% O $15.38 $5.83
( $15.38 )
20.21%
Aug. 5, 2026 AC 10.0 $26.03 @$26.00 $5.80
($26.03)
22.31% -13.71% I -12.86% I $22.68 $4.42
( $22.68 )
-23.79%
May 6, 2026 AC 10.0 $31.57 @$32.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 11, 2026 AC 8.6 $9.31 @$9.50
Nov. 5, 2025 AC 7.8 $8.07 @$8.00
Aug. 6, 2025 AC 7.9 $6.52 @$6.50
May 7, 2025 AC 7.9 $6.03 @$6.00
Feb. 12, 2025 AC 7.9 $10.07 @$10.00
Nov. 6, 2024 AC 8.2 $8.16 @$8.00
Aug. 7, 2024 AC 8.2 $6.84 @$7.00

 
 
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