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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Flowers Foods (FLO) - NYSE Next Earnings Date: OS Estimate: Feb. 6, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 2.1
Avg Daily Volume: 1,211,142    Market Cap: 4.81B
Sector: Consumer Goods    Short Interest: 1.58
Live Interactive Chart
Days to Next Earnings: 76 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 58
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
Nov. 8, 2024 BO 2.2 $22.03 @$22.50 $1.10
($22.03)
4.89% -2.9% I -2.67% I $21.44 $1.05
( $21.44 )
-4.55%
Aug. 16, 2024 BO 2.5 $22.66 @$22.50 $1.17
($22.66)
5.2% -2.91% I 0.22% I $22.71 $0.93
( $22.71 )
-20.51%
May 16, 2024 AC 2.3 $25.49 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 8, 2024 AC 2.3 $23.39 @$22.50
Nov. 9, 2023 AC 2.0 $22.16 @$22.50
Aug. 10, 2023 AC 1.9 $24.77 @$25.00
May 18, 2023 AC 1.6 $28.84 @$30.00
Feb. 9, 2023 AC 1.7 $27.31 @$25.00
Nov. 10, 2022 AC 1.5 $29.41 @$30.00
Aug. 11, 2022 AC 1.7 $27.58 @$30.00

 
 
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