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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Fluor Corporation (FLR) - NYSE Next Earnings Date: OS Estimate: Feb. 7, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 3.4
Avg Daily Volume: 2,809,737    Market Cap: 6.27B
Sector: Industrial Goods    Short Interest: 5.13
Live Interactive Chart
Days to Next Earnings: 77 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 70
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 3.3 $58.93 @$60.00 $4.45
($58.93)
7.42% -17.59% O -13.57% O $50.93 $9.45
( $50.93 )
112.36%
Aug. 2, 2024 BO 3.2 $47.47 @$47.50 $4.12
($47.47)
8.67% 5.16% I 0.06% I $47.50 $3.05
( $47.50 )
-25.97%
May 3, 2024 BO 3.1 $41.24 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 20, 2024 BO 3.1 $42.09 @$42.50
Nov. 3, 2023 BO 2.9 $34.63 @$35.00
Aug. 4, 2023 BO 2.3 $31.10 @$30.00
May 5, 2023 BO 2.6 $27.41 @$27.50
Feb. 21, 2023 BO 2.7 $36.65 @$37.50
Nov. 4, 2022 BO 2.9 $29.90 @$30.00
Aug. 5, 2022 BO 3.0 $25.40 @$25.50

 
 
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