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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Fortis Inc. (FTS) - NYSE Next Earnings Date: Estimated on May 7, 2025
OS Projected Window: April 28, 2025 to May 3, 2025
EVR: 0.7
Avg Daily Volume: 564,769    Market Cap: 22.3B
Sector: None    Short Interest: 2.97
Live Interactive Chart
Days to Next Earnings: 36 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 32
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
Feb. 14, 2025 BO 0.6 $44.32 @$45.00 $1.50
($44.32)
3.33% 2.57% I 1.26% I $44.88 $0.85
( $44.88 )
-43.33%
July 31, 2024 BO 0.6 $41.25 @$40.00 $2.00
($41.25)
5.0% 1.79% I 1.43% I $41.84 $2.17
( $41.84 )
8.5%
May 1, 2024 BO 0.6 $39.29 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 9, 2024 BO 0.6 $38.94 @$40.00
Oct. 27, 2023 BO 0.7 $40.13 @$40.00
Aug. 2, 2023 BO 0.7 $41.80 @$40.00
May 3, 2023 BO 0.6 $43.75 @$45.00
Feb. 10, 2023 BO 0.5 $39.82 @$40.00
Oct. 28, 2022 BO 0.5 $38.47 @$40.00
July 28, 2022 BO 0.4 $47.32 @$45.00

 
 
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