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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Fortinet (FTNT) - NASDAQ Next Earnings Date: OS Estimate: Feb. 3, 2027 AC
OS Projected Window: Feb. 1, 2027 to Feb. 6, 2027
EVR: 5.3
Avg Daily Volume: 5,206,932    Market Cap: 99.8B
Sector: Technology    Short Interest: 1.65
Live Interactive Chart
Days to Next Earnings: 85 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 63
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. 28, 2026 AC 5.3 $174.08 @$175.00 $25.18
($174.08)
14.39% -26.81% O -20.09% O $139.10 $37.88
( $139.10 )
50.44%
July 29, 2026 AC 5.6 $153.22 @$152.50 $25.40
($153.22)
16.66% 10.46% I 0.67% I $154.25 $16.15
( $154.25 )
-36.42%
May 6, 2026 AC 4.9 $89.95 @$90.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 5, 2026 AC 5.2 $78.93 @$79.00
Nov. 5, 2025 AC 5.7 $85.99 @$86.00
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

 
 
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