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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Fox Corporation (FOX) - NASDAQ Next Earnings Date: OS Estimate: Feb. 5, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 2.1
Avg Daily Volume: 1,026,627    Market Cap: 14.23B
Sector: Consumer Services    Short Interest: 3.29
Live Interactive Chart
Days to Next Earnings: 75 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
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 BO 2.0 $38.89 @$40.00 $2.55
($38.89)
6.37% 8.33% O 2.75% I $39.96 $1.75
( $39.96 )
-31.37%
Aug. 6, 2024 BO 1.9 $34.04 @$35.00 $1.95
($34.04)
5.57% 6.84% O 6.31% O $36.19 $0.80
( $36.19 )
-58.97%
May 8, 2024 BO 2.1 $29.85 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 7, 2024 BO 2.1 $29.34 @$30.00
Nov. 2, 2023 BO 2.1 $27.90 @$30.00
Aug. 8, 2023 BO 2.1 $31.14 @$30.00
May 9, 2023 BO 2.3 $29.56 @$30.00
Feb. 8, 2023 BO 2.2 $31.80 @$30.00
Nov. 1, 2022 BO 2.1 $27.20 @$25.00
Aug. 10, 2022 BO 2.2 $31.35 @$30.00

 
 
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