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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Federal Signal Corporation (FSS) - NYSE Next Earnings Date: N/A
EVR: 1.8
Avg Daily Volume: 457,551    Market Cap: 4.78B
Sector: Industrial Goods    Short Interest: 1.73
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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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
May 2, 2024 BO 2.0 $80.34 @$80.00 $3.35
($80.34)
4.19% 2.46% I 2.45% I $82.31 $4.22
( $82.31 )
25.97%
Feb. 27, 2024 BO 2.0 $82.11 @$80.00 $6.85
($82.11)
8.56% 4.71% I 2.59% I $84.24 $5.53
( $84.24 )
-19.27%
Nov. 2, 2023 BO 1.8 $57.87 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 27, 2023 BO 1.8 $61.96 @$60.00
May 2, 2023 BO 1.9 $51.84 @$50.00
March 1, 2023 BO 1.7 $52.77 @$55.00
July 27, 2022 BO 1.9 $37.81 @$40.00
May 2, 2022 BO 2.0 $34.03 @$35.00
March 1, 2022 BO 2.0 $36.11 @$35.00
Nov. 9, 2021 BO 2.2 $46.00 @$45.00

 
 
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