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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Federal Signal Corporation (FSS) - NYSE Next Earnings Date: OS Estimate: Nov. 4, 2026 BO
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 4.2
Avg Daily Volume: 534,320    Market Cap: 7.8B
Sector: Industrials    Short Interest: 7.06
Live Interactive Chart
Days to Next Earnings: 80 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 59
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 30, 2026 BO 4.1 $111.86 @$110.00 $14.45
($111.86)
13.14% 12.08% I 11.34% I $124.55 $16.03
( $124.55 )
10.93%
April 29, 2026 BO 3.8 $111.74 @$110.00 $9.25
($111.74)
8.41% 15.35% O 8.71% O $121.48 $11.50
( $121.48 )
24.32%
Feb. 25, 2026 BO 3.4 $116.99 @$115.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 30, 2025 BO 2.9 $129.76 @$130.00
July 30, 2025 BO 2.3 $104.86 @$105.00
April 30, 2025 BO 2.2 $75.66 @$75.00
Feb. 26, 2025 BO 1.8 $90.75 @$90.00
Oct. 31, 2024 BO None $0.00 @$85.00
July 25, 2024 BO None $0.00 @$95.00
May 2, 2024 BO 2.0 $80.34 @$80.00

 
 
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