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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
First American Corporation (New) (FAF) - NYSE Next Earnings Date: Feb. 13, 2025 BO
EVR: 2.0
Avg Daily Volume: 660,110    Market Cap: 6.29B
Sector: Financial    Short Interest: 1.78
Live Interactive Chart
Days to Next Earnings: 83 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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. 24, 2024 BO 2.1 $63.80 @$65.00 $2.55
($63.80)
3.92% 2.44% I 0.21% I $63.94 $2.40
( $63.94 )
-5.88%
July 25, 2024 BO 2.2 $57.21 @$55.00 $4.52
($57.21)
8.22% 3.91% I 1.45% I $58.04 $3.85
( $58.04 )
-14.82%
April 25, 2024 BO 2.0 $57.78 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 8, 2024 BO 2.1 $59.49 @$60.00
Oct. 26, 2023 BO 2.2 $50.06 @$50.00
July 27, 2023 BO 2.0 $59.79 @$60.00
April 27, 2023 BO 2.0 $55.30 @$55.00
Feb. 9, 2023 BO 1.9 $61.54 @$60.00
Oct. 27, 2022 BO 1.7 $46.54 @$45.00
July 28, 2022 BO 1.7 $56.85 @$55.00

 
 
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