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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Foot Locker (FL) - NYSE Next Earnings Date: OS Estimate: May 22, 2025 BO
OS Projected Window: May 19, 2025 to May 24, 2025
EVR: 7.8
Avg Daily Volume: 4,466,668    Market Cap: 1.8B
Sector: Consumer Goods    Short Interest: 11.27
Live Interactive Chart
Days to Next Earnings: 58 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 5, 2025 BO 8.3 $17.37 @$17.50 $3.10
($17.37)
17.71% 13.24% I 5.12% I $18.26 $1.82
( $18.26 )
-41.29%
Dec. 4, 2024 BO 8.5 $24.17 @$24.00 $4.38
($24.17)
18.25% -20.02% O -8.89% I $22.02 $2.50
( $22.02 )
-42.92%
Aug. 28, 2024 BO 8.6 $32.81 @$33.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 30, 2024 BO 7.9 $22.52 @$22.50
March 6, 2024 BO 7.2 $34.31 @$34.50
Nov. 29, 2023 BO 6.9 $23.84 @$24.00
Aug. 23, 2023 BO 5.8 $23.20 @$23.00
May 19, 2023 BO 5.6 $41.52 @$42.50
March 20, 2023 BO 5.6 $42.26 @$42.50
Nov. 18, 2022 BO 5.3 $33.00 @$32.50

 
 
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