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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Fastly (FSLY) - NYSE Next Earnings Date: May 1, 2024 AC
EVR: 7.8
Avg Daily Volume: 3,232,752    Market Cap: 1.74B
Sector: None    Short Interest: 7.16
Live Interactive Chart
Days to Next Earnings: 7 Days
Implied Move Weekly: 18.12%       Expires on: May 3, 2024
Implied Move Monthly: 20.19%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 20
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 1, 2024 AC None $0.00 @$12.50 $2.53
($12.53)
20.19% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 14, 2024 AC 7.1 $23.54 @$22.50 $5.11
($23.54)
22.71% -30.92% O -30.58% O $16.34 $6.34
( $16.34 )
24.07%
Nov. 1, 2023 AC 6.6 $14.25 @$14.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 2, 2022 AC 7.0 $7.90 @$8.00
Aug. 3, 2022 AC 7.8 $13.21 @$13.00
May 4, 2022 AC 7.7 $16.86 @$17.00
Feb. 16, 2022 AC 6.9 $28.93 @$30.00

 
 
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