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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Fastly (FSLY) - NYSE Next Earnings Date: May 7, 2025 AC
EVR: 7.9
Avg Daily Volume: 2,612,258    Market Cap: 734.3M
Sector: None    Short Interest: 7.4
Live Interactive Chart
Days to Next Earnings: 12 Days
Implied Move Weekly: 18.80%       Expires on: May 9, 2025
Implied Move Monthly: 21.37%       Expires on: May 16, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 24
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 7, 2025 AC None $0.00 @$6.00 $1.25
($5.85)
21.37% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 12, 2025 AC 7.9 $10.07 @$10.00 $2.50
($10.07)
25.0% -25.91% O -20.85% I $7.97 $2.08
( $7.97 )
-16.8%
Nov. 6, 2024 AC 8.2 $8.16 @$8.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 15, 2023 AC 6.8 $13.87 @$15.00

 
 
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