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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Abercrombie & Fitch Company (ANF) - NYSE Next Earnings Date: OS Estimate: March 5, 2025 BO
OS Projected Window: March 3, 2025 to March 8, 2025
EVR: 6.0
Avg Daily Volume: 1,959,747    Market Cap: 7.67B
Sector: Services    Short Interest: 16.4
Live Interactive Chart
Days to Next Earnings: 70 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 62
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
Nov. 26, 2024 BO 6.5 $154.50 @$155.00 $25.90
($154.50)
16.71% -7.59% I -5.1% I $146.62 $15.35
( $146.62 )
-40.73%
Aug. 28, 2024 BO 6.8 $166.61 @$167.50 $26.40
($166.61)
15.76% -19.27% O -16.98% O $138.31 $30.10
( $138.31 )
14.02%
May 29, 2024 BO 6.1 $152.39 @$152.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 6, 2024 BO 6.4 $139.95 @$140.00
Nov. 21, 2023 BO 6.5 $72.29 @$72.00
Aug. 23, 2023 BO 6.4 $41.17 @$41.00
May 24, 2023 BO 5.6 $23.01 @$23.00
March 1, 2023 BO 5.8 $29.41 @$29.00
Nov. 22, 2022 BO 5.5 $18.63 @$18.50
Aug. 25, 2022 BO 5.5 $18.65 @$18.50

 
 
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