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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Six Flags Entertainment Corporation (FUN) - NYSE Next Earnings Date: OS Estimate: Feb. 12, 2025 BO
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 2.5
Avg Daily Volume: 1,355,376    Market Cap: 2.07B
Sector: Services    Short Interest: 5.81
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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 BO 2.2 $42.55 @$45.00 $3.90
($42.55)
8.67% 14.54% O 7.26% I $45.64 $2.42
( $45.64 )
-37.95%
Aug. 8, 2024 BO 2.2 $43.25 @$45.00 $3.28
($43.25)
7.29% 4.67% I 3.14% I $44.61 $2.48
( $44.61 )
-24.39%
May 9, 2024 BO 2.1 $40.84 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 15, 2024 BO 2.1 $41.34 @$40.00
Nov. 2, 2023 BO 1.9 $37.51 @$40.00
Aug. 3, 2023 BO 1.7 $37.69 @$40.00
May 4, 2023 BO 1.9 $40.88 @$40.00
Feb. 16, 2023 BO 1.7 $43.23 @$45.00
Aug. 3, 2022 BO 1.7 $40.44 @$40.00
May 4, 2022 BO 1.7 $52.78 @$55.00

 
 
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