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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Fortis Inc. (FTS) - NYSE Next Earnings Date: OS Estimate: July 29, 2026 BO
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 0.8
Avg Daily Volume: 754,594    Market Cap: 29.1B
Sector: None    Short Interest: 2.26
Live Interactive Chart
Days to Next Earnings: 80 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 37
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 6, 2026 BO 0.8 $57.44 @$55.00 $3.05
($57.44)
5.55% -2.28% I -2.28% I $56.13 $1.20
( $56.13 )
-60.66%
Feb. 12, 2026 BO 0.7 $54.50 @$55.00 $1.45
($54.50)
2.64% 4.09% O 2.91% O $56.09 $1.55
( $56.09 )
6.9%
Nov. 4, 2025 BO 0.7 $49.81 @$50.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 9, 2024 BO 0.6 $38.94 @$40.00
Oct. 27, 2023 BO 0.7 $40.13 @$40.00

 
 
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