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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Fastly (FSLY) - NYSE Next Earnings Date: OS Estimate: Feb. 12, 2025 AC
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 7.9
Avg Daily Volume: 2,856,721    Market Cap: 1.02B
Sector: None    Short Interest: 12.62
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 22
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. 6, 2024 AC 8.2 $8.16 @$8.00 $1.62
($8.16)
20.25% 7.35% I 0.12% I $8.17 $0.64
( $8.17 )
-60.49%
Aug. 7, 2024 AC 8.2 $6.84 @$7.00 $1.76
($6.84)
25.14% -19.29% I -14.32% I $5.86 $1.23
( $5.86 )
-30.11%
May 1, 2024 AC 7.8 $12.93 @$13.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 14, 2024 AC 7.1 $23.54 @$22.50
Nov. 1, 2023 AC 6.6 $14.25 @$14.00
Aug. 2, 2023 AC 6.5 $16.45 @$16.50
May 3, 2023 AC 7.4 $13.53 @$13.50
Feb. 15, 2023 AC 6.8 $13.87 @$15.00
Nov. 2, 2022 AC 7.0 $7.90 @$8.00
Aug. 3, 2022 AC 7.8 $13.21 @$13.00

 
 
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