Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Federal Signal Corporation (FSS) - NYSE Next Earnings Date: Estimated on May 2, 2024
EVR: 1.7
Avg Daily Volume: 409,408    Market Cap: 4.78B
Sector: Industrial Goods    Short Interest: 1.73
Live Interactive Chart
Days to Next Earnings: 34 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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
July 27, 2023 BO 1.8 $61.96 @$60.00 $3.47
($61.96)
5.78% 4.68% I -0.35% I $61.74 $4.17
( $61.74 )
20.17%
July 27, 2022 BO 1.9 $37.81 @$40.00 $2.35
($37.81)
5.88% 3.27% I 2.08% I $38.60 $1.62
( $38.60 )
-31.06%
May 2, 2022 BO 2.0 $34.03 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 1, 2022 BO 2.0 $36.11 @$35.00
Nov. 9, 2021 BO 2.2 $46.00 @$45.00
July 29, 2021 BO 2.5 $38.95 @$40.00
May 4, 2021 BO 2.6 $41.68 @$40.00
Feb. 25, 2021 BO 2.9 $38.11 @$40.00
Oct. 29, 2020 BO 3.3 $29.05 @$30.00
July 29, 2020 BO 3.2 $29.70 @$30.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US