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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Fortinet (FTNT) - NASDAQ Next Earnings Date: Estimated on May 7, 2026
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 4.9
Avg Daily Volume: 7,231,827    Market Cap: 62.7B
Sector: None    Short Interest: 2.65
Live Interactive Chart
Days to Next Earnings: 55 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
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 $9.68
($85.99)
11.26% -12.42% O -6.33% I $80.54 $6.80
( $80.54 )
-29.75%
Aug. 6, 2025 AC 5.1 $96.58 @$97.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 2, 2023 AC 4.3 $57.59 @$57.50

 
 
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