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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Farmer Brothers Company (FARM) - NASDAQ Next Earnings Date: OS Estimate: Dec. 18, 2024 AC
OS Projected Window: Dec. 16, 2024 to Dec. 21, 2024
EVR: 5.1
Avg Daily Volume: 90,671    Market Cap: 73.34M
Sector: Consumer Goods    Short Interest: 0.85
Live Interactive Chart
Days to Next Earnings: 26 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 13
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. 7, 2024 AC 4.9 $1.83 @$2.50 $0.42
($1.83)
16.8% 17.48% O 16.39% I $2.13 $0.45
( $2.13 )
7.14%
May 9, 2024 AC 5.3 $3.31 @$2.50 $0.60
($3.31)
24.0% -4.83% I -3.02% I $3.21 $0.60
( $3.21 )
0.0%
Feb. 8, 2024 AC 5.5 $3.12 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 9, 2023 AC 5.7 $2.74 @$2.50
Sept. 12, 2023 AC 5.3 $1.82 @$2.50
May 10, 2023 BO 5.3 $2.65 @$2.50
Feb. 8, 2023 AC 5.4 $5.05 @$5.00
Sept. 1, 2022 AC 5.2 $5.39 @$5.00
May 5, 2022 AC 5.3 $6.59 @$7.50
Feb. 3, 2022 AC 5.5 $6.08 @$5.00

 
 
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