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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Fortis Inc. (FTS) - NYSE Next Earnings Date: Estimated on May 1, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 0.6
Avg Daily Volume: 665,643    Market Cap: 19.20B
Sector: None    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 7 Days
Implied Move Monthly: 4.22%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 29
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 1, 2024 BO None $0.00 @$40.00 $1.65
($39.10)
4.22% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 9, 2024 BO 0.6 $38.94 @$40.00 $3.00
($38.94)
7.5% -1.28% I 0.3% I $39.06 $2.83
( $39.06 )
-5.67%
Oct. 27, 2023 BO 0.7 $40.13 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 2, 2023 BO 0.7 $41.80 @$40.00
May 3, 2023 BO 0.6 $43.75 @$45.00
Feb. 10, 2023 BO 0.5 $39.82 @$40.00
Oct. 28, 2022 BO 0.5 $38.47 @$40.00
July 28, 2022 BO 0.4 $47.32 @$45.00
May 4, 2022 BO 0.4 $47.88 @$50.00
Feb. 11, 2022 BO 0.4 $46.57 @$45.00

 
 
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