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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Fortinet (FTNT) - NASDAQ Next Earnings Date: OS Estimate: Feb. 6, 2025 AC
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 5.4
Avg Daily Volume: 4,938,326    Market Cap: 54.45B
Sector: None    Short Interest: 1.74
Live Interactive Chart
Days to Next Earnings: 76 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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. 7, 2024 AC 5.6 $83.68 @$84.00 $8.55
($83.68)
10.18% 10.57% O 9.99% I $92.04 $8.51
( $92.04 )
-0.47%
Aug. 6, 2024 AC 4.8 $55.81 @$56.00 $6.52
($55.81)
11.64% 28.68% O 25.3% O $69.93 $14.29
( $69.93 )
119.17%
May 2, 2024 AC 4.7 $65.20 @$65.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 6, 2024 AC 4.7 $67.48 @$67.00
Nov. 2, 2023 AC 4.3 $57.59 @$57.50
Aug. 3, 2023 AC 3.5 $75.76 @$76.00
May 4, 2023 AC 3.7 $61.18 @$60.00
Feb. 7, 2023 AC 3.4 $53.78 @$55.00
Nov. 2, 2022 AC 3.0 $53.23 @$55.00
Aug. 3, 2022 AC 2.9 $62.88 @$62.00

 
 
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