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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Frontier Communications Parent (FYBR) - NASDAQ Next Earnings Date: OS Estimate: Feb. 20, 2025 AC
OS Projected Window: Feb. 17, 2025 to Feb. 22, 2025
EVR: 2.7
Avg Daily Volume: 3,613,867    Market Cap: 6.78B
Sector: None    Short Interest: 14.52
Live Interactive Chart
Days to Next Earnings: 90 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 14
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. 5, 2024 AC 2.9 $34.95 @$35.00 $0.93
($34.95)
2.66% 1.11% I 0.34% I $35.07 $1.38
( $35.07 )
48.39%
Aug. 2, 2024 BO 2.9 $28.87 @$30.00 $3.10
($28.87)
10.33% -8.59% I -7.86% I $26.60 $5.38
( $26.60 )
73.55%
May 3, 2024 BO 2.7 $24.00 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 23, 2024 BO 2.7 $21.63 @$22.50
Nov. 1, 2023 BO 2.6 $17.92 @$17.50
Aug. 4, 2023 BO 2.6 $17.80 @$17.50
May 5, 2023 BO 2.3 $21.48 @$22.50
Feb. 24, 2023 BO 2.0 $28.00 @$30.00
Nov. 2, 2022 BO 2.2 $23.24 @$22.50
Aug. 5, 2022 BO 2.6 $26.00 @$25.00

 
 
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