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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Fortinet (FTNT) - NASDAQ Next Earnings Date: OS Estimate: July 31, 2025 AC
OS Projected Window: July 28, 2025 to Aug. 2, 2025
EVR: 5.1
Avg Daily Volume: 5,193,336    Market Cap: 74.5B
Sector: None    Short Interest: 2.52
Live Interactive Chart
Days to Next Earnings: 63 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 57
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 7, 2025 AC 5.0 $106.72 @$107.00 $11.00
($106.72)
10.28% -12.62% O -8.41% I $97.74 $9.47
( $97.74 )
-13.91%
Feb. 6, 2025 AC 5.4 $104.72 @$105.00 $12.60
($104.72)
12.0% 5.54% I 2.8% I $107.66 $5.62
( $107.66 )
-55.4%
Nov. 7, 2024 AC 5.6 $83.68 @$84.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 3, 2023 AC 3.5 $75.76 @$76.00
May 4, 2023 AC 3.7 $61.18 @$60.00
Feb. 7, 2023 AC 3.4 $53.78 @$55.00

 
 
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