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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Federal Signal Corporation (FSS) - NYSE Next Earnings Date: OS Estimate: Feb. 24, 2027 BO
OS Projected Window: Feb. 22, 2027 to Feb. 27, 2027
EVR: 4.1
Avg Daily Volume: 508,402    Market Cap: 6.9B
Sector: Industrials    Short Interest: 6.82
Live Interactive Chart
Days to Next Earnings: 106 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 60
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
Oct. 29, 2026 BO 4.2 $113.45 @$115.00 $11.45
($113.45)
9.96% -7.64% I 1.55% I $115.21 $7.90
( $115.21 )
-31.0%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 25, 2026 BO 3.4 $116.99 @$115.00
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

 
 
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