Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Frontier Group Holdings (ULCC) - NASDAQ Next Earnings Date: OS Estimate: Aug. 5, 2026 BO
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 4.3
Avg Daily Volume: 6,523,072    Market Cap: 905.1M
Sector: None    Short Interest: 10.65
Live Interactive Chart
Days to Next Earnings: 85 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 20
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 5, 2026 BO 4.7 $4.09 @$4.00 $0.70
($4.09)
17.5% 9.77% I 6.84% I $4.37 $0.68
( $4.37 )
-2.86%
Feb. 11, 2026 BO 5.0 $5.96 @$6.00 $0.75
($5.96)
12.5% -9.89% I -7.88% I $5.49 $0.80
( $5.49 )
6.67%
Nov. 5, 2025 AC 5.2 $3.85 @$4.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 5, 2025 BO 5.0 $4.09 @$4.00
May 1, 2025 AC 5.3 $3.11 @$3.00
Feb. 7, 2025 BO 4.9 $8.09 @$8.00
Oct. 29, 2024 BO 4.4 $7.27 @$7.00
Aug. 8, 2024 BO 4.7 $3.09 @$3.00
May 2, 2024 BO 4.6 $5.84 @$6.00
Feb. 6, 2024 BO 4.1 $5.15 @$5.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US