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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Foot Locker (FL) - NYSE Next Earnings Date: Dec. 4, 2024 BO
EVR: 8.5
Avg Daily Volume: 2,739,757    Market Cap: 2.08B
Sector: Consumer Goods    Short Interest: 19.25
Live Interactive Chart
Days to Next Earnings: 12 Days
Implied Move Weekly: 20.40%       Expires on: Dec. 6, 2024
Implied Move Monthly: 23.61%       Expires on: Dec. 20, 2024

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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 None $0.00 @$22.50 $5.30
($22.45)
23.61% -None% I -None% I $0.00 $0.00
( N/A )
None%
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

 
 
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