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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
FARO Technologies (FARO) - NASDAQ Next Earnings Date: OS Estimate: Feb. 19, 2025 AC
OS Projected Window: Feb. 17, 2025 to Feb. 22, 2025
EVR: 6.9
Avg Daily Volume: 147,758    Market Cap: 307.29M
Sector: Technology    Short Interest: 8.68
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 58
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. 6, 2024 AC 6.2 $18.83 @$20.00 $2.30
($18.83)
11.5% 39.77% O 36.48% O $25.70 $6.88
( $25.70 )
199.13%
May 1, 2024 AC 6.4 $18.89 @$20.00 $2.17
($18.89)
10.85% -2.91% I -2.85% I $18.35 $1.95
( $18.35 )
-10.14%
Feb. 27, 2024 AC 6.5 $22.11 @$22.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 1, 2023 AC 5.5 $12.61 @$12.50
Aug. 2, 2023 AC 4.9 $15.96 @$15.00
May 3, 2023 AC 3.7 $23.56 @$22.50
Feb. 15, 2023 AC 4.0 $29.35 @$30.00
Aug. 3, 2022 AC 3.8 $33.55 @$35.00
April 27, 2022 AC 3.5 $43.40 @$45.00
Feb. 16, 2022 AC 3.2 $56.12 @$55.00

 
 
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