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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Six Flags Entertainment Corporation (FUN) - NYSE Next Earnings Date: OS Estimate: Nov. 5, 2026 BO
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 4.7
Avg Daily Volume: 2,491,342    Market Cap: 1.7B
Sector: Consumer Cyclical    Short Interest: 18.19
Live Interactive Chart
Days to Next Earnings: 87 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 59
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
Aug. 6, 2026 BO 4.4 $18.75 @$17.50 $3.15
($18.75)
18.0% -20.1% O -16.0% I $15.75 $2.43
( $15.75 )
-22.86%
May 7, 2026 BO 3.8 $19.69 @$20.00 $2.17
($19.69)
10.85% 19.95% O 15.59% O $22.76 $3.38
( $22.76 )
55.76%
Feb. 19, 2026 BO 3.8 $16.22 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 7, 2025 BO 3.7 $18.39 @$17.50
Aug. 6, 2025 BO 2.8 $30.70 @$30.00
May 8, 2025 BO 2.5 $36.11 @$35.00
Feb. 27, 2025 BO 2.5 $45.99 @$45.00
Nov. 6, 2024 BO 2.2 $42.55 @$45.00
Aug. 8, 2024 BO 2.2 $43.25 @$45.00
May 9, 2024 BO 2.1 $40.84 @$40.00

 
 
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