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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Fortis Inc. (FTS) - NYSE Next Earnings Date: OS Estimate: Feb. 12, 2027 BO
OS Projected Window: Feb. 8, 2027 to Feb. 13, 2027
EVR: 0.8
Avg Daily Volume: 1,063,084    Market Cap: 30.3B
Sector: Utilities    Short Interest: 2.56
Live Interactive Chart
Days to Next Earnings: 94 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
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
Nov. 3, 2026 BO 0.8 $59.29 @$60.00 $2.90
($59.29)
4.83% 1.51% I 0.72% I $59.72 $2.05
( $59.72 )
-29.31%
July 31, 2026 BO 0.8 $57.47 @$55.00 $3.55
($57.47)
6.45% -0.99% I -0.81% I $57.00 $3.32
( $57.00 )
-6.48%
May 6, 2026 BO 0.8 $57.44 @$55.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 12, 2026 BO 0.7 $54.50 @$55.00
Nov. 4, 2025 BO 0.7 $49.81 @$50.00
Aug. 1, 2025 BO 0.7 $48.97 @$50.00
May 7, 2025 BO 0.7 $49.04 @$50.00
Feb. 14, 2025 BO 0.6 $44.32 @$45.00
July 31, 2024 BO 0.6 $41.25 @$40.00
May 1, 2024 BO 0.6 $39.29 @$40.00

 
 
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