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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Fortinet (FTNT) - NASDAQ Next Earnings Date: OS Estimate: Aug. 6, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 5.6
Avg Daily Volume: 5,892,511    Market Cap: 62.4B
Sector: None    Short Interest: 2.62
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 61
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 6, 2026 AC 4.9 $89.95 @$90.00 $10.02
($89.95)
11.13% 24.94% O 20.03% O $107.97 $18.40
( $107.97 )
83.63%
Feb. 5, 2026 AC 5.2 $78.93 @$79.00 $9.72
($78.93)
12.3% 5.81% I 4.85% I $82.76 $5.69
( $82.76 )
-41.46%
Nov. 5, 2025 AC 5.7 $85.99 @$86.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 6, 2025 AC 5.1 $96.58 @$97.00
May 7, 2025 AC 5.0 $106.72 @$107.00
Feb. 6, 2025 AC 5.4 $104.72 @$105.00
Nov. 7, 2024 AC 5.6 $83.68 @$84.00
Aug. 6, 2024 AC 4.8 $55.81 @$56.00
May 2, 2024 AC 4.7 $65.20 @$65.00
Feb. 6, 2024 AC 4.7 $67.48 @$67.00

 
 
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