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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
FactSet Research Systems Inc. (FDS) - NYSE Next Earnings Date: OS Estimate: June 25, 2025 BO
OS Projected Window: June 23, 2025 to June 28, 2025
EVR: 2.0
Avg Daily Volume: 295,384    Market Cap: 16.8B
Sector: None    Short Interest: 4.1
Live Interactive Chart
Days to Next Earnings: 79 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 68
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
March 20, 2025 BO 2.1 $438.40 @$440.00 $30.75
($438.40)
6.99% -3.32% I -1.7% I $430.93 $22.15
( $430.93 )
-27.97%
Dec. 19, 2024 BO 2.1 $473.05 @$470.00 $31.15
($473.05)
6.63% 5.04% I 3.52% I $489.73 $33.20
( $489.73 )
6.58%
June 21, 2024 BO 2.1 $408.35 @$410.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 21, 2024 BO 2.0 $487.90 @$490.00
Dec. 19, 2023 BO 2.1 $458.48 @$460.00
Sept. 21, 2023 BO 2.2 $423.77 @$420.00
June 22, 2023 BO 2.2 $423.34 @$420.00
March 23, 2023 BO 2.1 $415.65 @$420.00
Dec. 20, 2022 BO 2.2 $419.90 @$420.00
June 23, 2022 BO 2.1 $359.94 @$360.00

 
 
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