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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Fortinet (FTNT) - NASDAQ Next Earnings Date: May 2, 2024 AC
EVR: 4.7
Avg Daily Volume: 4,395,911    Market Cap: 54.45B
Sector: None    Short Interest: 1.74
Live Interactive Chart
Days to Next Earnings: 9 Days
Implied Move Weekly: 10.03%       Expires on: May 3, 2024
Implied Move Monthly: 11.57%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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 2, 2024 AC None $0.00 @$65.00 $7.50
($64.80)
11.57% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 6, 2024 AC 4.7 $67.48 @$67.00 $7.65
($67.48)
11.42% 9.52% I 3.77% I $70.03 $3.98
( $70.03 )
-47.97%
Nov. 2, 2023 AC 4.3 $57.59 @$57.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 2, 2022 AC 3.0 $53.23 @$55.00
Aug. 3, 2022 AC 2.9 $62.88 @$62.00
May 4, 2022 AC 2.9 $287.37 @$290.00
Feb. 3, 2022 AC 3.0 $297.00 @$300.00

 
 
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