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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Fabrinet (FN) - NYSE Next Earnings Date: OS Estimate: May 5, 2025 AC
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 5.4
Avg Daily Volume: 844,863    Market Cap: 7.0B
Sector: Consumer Goods    Short Interest: 5.6
Live Interactive Chart
Days to Next Earnings: 34 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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
Feb. 3, 2025 AC 5.3 $225.60 @$230.00 $36.35
($225.60)
15.8% -12.34% I -8.18% I $207.13 $27.85
( $207.13 )
-23.38%
Nov. 4, 2024 AC 5.7 $239.61 @$240.00 $36.10
($239.61)
15.04% -13.05% I -3.91% I $230.23 $19.65
( $230.23 )
-45.57%
Aug. 19, 2024 AC 5.2 $231.55 @$230.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 6, 2024 AC 4.9 $188.83 @$190.00
Feb. 5, 2024 AC 4.4 $223.60 @$220.00
Nov. 6, 2023 AC 4.5 $161.59 @$160.00
Aug. 21, 2023 AC 3.6 $116.78 @$115.00
May 8, 2023 AC 3.8 $93.49 @$95.00
Feb. 6, 2023 AC 4.0 $132.06 @$130.00
Nov. 7, 2022 AC 3.9 $111.39 @$110.00

 
 
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