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Implied Movement: 7 Day Implied Movement Based on Weekly Options   
Get Weekly Volatility For:
Foot Locker, Inc. (FL) - NYSE Next Earnings Date: OS Estimate: Aug. 21, 2020 BO
OS Projected Window: Aug. 15, 2020 to Aug. 22, 2020
EVR: 5.7
Avg Daily Volume: 2,668,657    Market Cap: 3.01B
Sector: Consumer Goods    Short Interest: 10.23
Live Interactive Chart
Days to Next Earnings: 12 Days
Current 7 Day Implied Movement: 5.90%       Theoretical Expires in 7 days
Implied Move Weekly: 12.41%       Expires on: Aug. 21, 2020
Implied Move Monthly: 18.05%       Expires on: Sept. 18, 2020


 
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Sample Chart


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Weekly Implied Movement Before and After Earnings:
 
Historical Tracking Available: 6

 
Earnings Date Pre Earnings Post Earnings Open Post Earnings Mean of Previous 2 Earnings
Close Price 7 Day IM 7 Day HM Open Close 7 Day IM 7 Day HM One Day Max Move Pre Earnings Post Earnings
May 22, 2020 BO $29.32 12.94% 9.00% -8.73% $26.76 $26.83 N/A N/A -13.94% 12.29% N/A
Feb. 28, 2020 BO $33.56 12.39% 5.75% -2.77% $32.63 $36.25 N/A N/A 10.84% 13.52% 6.29%
Nov. 22, 2019 BO $41.46 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 23, 2019 BO $41.93
May 24, 2019 BO $52.83
March 1, 2019 BO $59.52

 
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