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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Farmer Brothers Company (FARM) - NASDAQ Next Earnings Date: Estimated on May 8, 2025
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 6.6
Avg Daily Volume: 384,548    Market Cap: 57.2M
Sector: Consumer Goods    Short Interest: 2.87
Live Interactive Chart
Days to Next Earnings: 37 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 15
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
Feb. 6, 2025 AC 5.1 $1.80 @$2.50 $0.77
($1.80)
30.8% 57.22% O 21.11% I $2.18 $0.50
( $2.18 )
-35.06%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 8, 2024 AC 5.5 $3.12 @$2.50
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
Nov. 3, 2022 AC 4.9 $6.75 @$7.50
Sept. 1, 2022 AC 5.2 $5.39 @$5.00

 
 
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