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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Federal Realty Investment Trust (FRT) - NYSE Next Earnings Date: OS Estimate: Feb. 13, 2025 AC
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 1.2
Avg Daily Volume: 648,429    Market Cap: 8.47B
Sector: Financial    Short Interest: 2.62
Live Interactive Chart
Days to Next Earnings: 83 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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
Oct. 30, 2024 AC 1.2 $114.25 @$115.00 $4.70
($114.25)
4.09% -3.02% I -2.98% I $110.84 $5.15
( $110.84 )
9.57%
Aug. 1, 2024 AC 1.3 $112.80 @$115.00 $4.67
($112.80)
4.06% 1.99% I -0.28% I $112.48 $3.38
( $112.48 )
-27.62%
May 2, 2024 AC 1.3 $104.91 @$105.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 12, 2024 AC 1.5 $100.71 @$100.00
Nov. 2, 2023 AC 1.5 $93.45 @$95.00
Aug. 2, 2023 AC 1.6 $100.74 @$100.00
May 4, 2023 AC 1.7 $96.43 @$95.00
Feb. 8, 2023 AC 1.8 $109.19 @$110.00
Nov. 3, 2022 AC 1.7 $99.41 @$100.00
Aug. 4, 2022 BO 1.7 $104.17 @$105.00

 
 
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