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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Fabrinet (FN) - NYSE Next Earnings Date: OS Estimate: Feb. 3, 2025 AC
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 5.3
Avg Daily Volume: 595,177    Market Cap: 9.09B
Sector: Consumer Goods    Short Interest: 5.99
Live Interactive Chart
Days to Next Earnings: 73 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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. 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 $38.65
($231.55)
16.8% 20.22% O 15.74% I $268.00 $43.38
( $268.00 )
12.24%
May 6, 2024 AC 4.9 $188.83 @$190.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 15, 2022 AC 3.7 $100.71 @$100.00
May 2, 2022 AC 3.6 $99.42 @$100.00

 
 
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