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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Frontier Group Holdings (ULCC) - NASDAQ Next Earnings Date: OS Estimate: July 31, 2024 BO
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 4.7
Avg Daily Volume: 1,617,255    Market Cap: 1.61B
Sector: None    Short Interest: 27.12
Live Interactive Chart
Days to Next Earnings: 83 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 12
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 2, 2024 BO 4.6 $5.84 @$6.00 $0.88
($5.84)
14.67% 13.86% I 1.71% I $5.94 $0.78
( $5.94 )
-11.36%
Feb. 6, 2024 BO 4.1 $5.15 @$5.00 $0.73
($5.15)
14.6% 24.07% O 20.77% O $6.22 $1.27
( $6.22 )
73.97%
Oct. 26, 2023 BO 4.1 $3.84 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 1, 2023 AC 4.0 $8.96 @$10.00
May 3, 2023 AC 3.4 $9.54 @$10.00
Feb. 8, 2023 AC 2.8 $13.60 @$12.50
Oct. 26, 2022 AC 2.1 $10.19 @$10.00
July 28, 2022 AC 1.8 $13.58 @$13.50
April 28, 2022 AC 1.4 $10.62 @$10.00
Nov. 10, 2021 AC 1.5 $17.01 @$17.50

 
 
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