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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
FiscalNote Holdings (NOTE) - NYSE Next Earnings Date: OS Estimate: Aug. 6, 2025 AC
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 6.5
Avg Daily Volume: 1,402,366    Market Cap: 107.7M
Sector: None    Short Interest: 8.05
Live Interactive Chart
Days to Next Earnings: 58 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 8
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 12, 2025 AC 7.3 $0.65 @$0.50 $0.15
($0.65)
30.0% 7.69% I 1.53% I $0.66 $0.38
( $0.66 )
153.33%
March 13, 2025 AC 8.0 $0.97 @$1.00 $0.33
($0.97)
33.0% -17.52% I -5.15% I $0.92 $0.20
( $0.92 )
-39.39%
Nov. 12, 2024 AC 8.8 $0.88 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 8, 2024 AC 10.0 $1.37 @$2.50
May 9, 2024 BO 10.0 $1.22 @$2.50
March 12, 2024 BO 10.0 $2.03 @$2.50
Nov. 14, 2023 BO 1.2 $1.32 @$2.50
Aug. 9, 2023 BO 0.0 $3.45 @$2.50

 
 
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