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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Federal Signal Corporation (FSS) - NYSE Next Earnings Date: OS Estimate: Oct. 29, 2025 BO
OS Projected Window: Oct. 27, 2025 to Nov. 1, 2025
EVR: 2.3
Avg Daily Volume: 722,649    Market Cap: 6.7B
Sector: Industrial Goods    Short Interest: 7.82
Live Interactive Chart
Days to Next Earnings: 90 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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, 2025 BO None $104.86 @$105.00 $6.80
($104.86)
6.48% 22.54% O 18.2% O $123.95 $20.15
( $123.95 )
196.32%
April 30, 2025 BO 2.2 $75.66 @$75.00 $6.65
($75.66)
8.87% 8.63% I 7.62% I $81.43 $7.00
( $81.43 )
5.26%
Feb. 26, 2025 BO 1.8 $90.75 @$90.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 27, 2024 BO 2.0 $82.11 @$80.00
Nov. 2, 2023 BO 1.8 $57.87 @$60.00
July 27, 2023 BO 1.8 $61.96 @$60.00
May 2, 2023 BO 1.9 $51.84 @$50.00

 
 
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