Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Foot Locker (FL) - NYSE Next Earnings Date: OS Estimate: March 7, 2025 BO
OS Projected Window: March 3, 2025 to March 8, 2025
EVR: 8.3
Avg Daily Volume: 4,278,651    Market Cap: 2.08B
Sector: Consumer Goods    Short Interest: 19.25
Live Interactive Chart
Days to Next Earnings: 71 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 66
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
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 $5.75
($32.81)
17.42% -16.58% I -10.24% I $29.45 $4.00
( $29.45 )
-30.43%
May 30, 2024 BO 7.9 $22.52 @$22.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 19, 2022 BO 4.8 $31.98 @$32.50

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US