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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Frontier Group Holdings (ULCC) - NASDAQ Next Earnings Date: OS Estimate: Dec. 9, 2026 BO
OS Projected Window: Dec. 7, 2026 to Dec. 12, 2026
EVR: 4.3
Avg Daily Volume: 3,660,600    Market Cap: 1.5B
Sector: Industrials    Short Interest: 10.76
Live Interactive Chart
Days to Next Earnings: 29 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 22
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
Oct. 28, 2026 BO 4.2 $5.53 @$6.00 $1.30
($5.53)
21.67% 14.28% I 11.57% I $6.17 $1.20
( $6.17 )
-7.69%
July 29, 2026 BO 4.3 $6.23 @$6.00 $1.18
($6.23)
19.67% 8.82% I 4.33% I $6.50 $1.32
( $6.50 )
11.86%
May 5, 2026 BO 4.7 $4.09 @$4.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 11, 2026 BO 5.0 $5.96 @$6.00
Nov. 5, 2025 AC 5.2 $3.85 @$4.00
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

 
 
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