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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
F5 (FFIV) - NASDAQ Next Earnings Date: OS Estimate: Jan. 21, 2025 AC
OS Projected Window: Jan. 20, 2025 to Jan. 25, 2025
EVR: 3.6
Avg Daily Volume: 650,317    Market Cap: 11.05B
Sector: Technology    Short Interest: 3.58
Live Interactive Chart
Days to Next Earnings: 60 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 69
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. 28, 2024 AC 3.5 $218.36 @$220.00 $18.55
($218.36)
8.43% 14.7% O 10.06% O $240.33 $21.25
( $240.33 )
14.56%
July 29, 2024 AC 3.3 $177.59 @$180.00 $14.85
($177.59)
8.25% 13.97% O 12.99% O $200.66 $22.35
( $200.66 )
50.51%
April 29, 2024 AC 3.2 $182.13 @$180.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 29, 2024 AC 3.2 $185.37 @$185.00
Oct. 24, 2023 AC 3.4 $148.24 @$150.00
July 24, 2023 AC 3.4 $150.21 @$150.00
April 19, 2023 AC 3.6 $137.05 @$135.00
Jan. 24, 2023 AC 3.8 $146.47 @$145.00
Oct. 25, 2022 AC 3.7 $153.47 @$152.50
July 25, 2022 AC 3.8 $154.41 @$155.00

 
 
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