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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
FiscalNote Holdings (NOTE) - NYSE Next Earnings Date: OS Estimate: March 19, 2025 AC
OS Projected Window: March 17, 2025 to March 22, 2025
EVR: 8.0
Avg Daily Volume: 534,780    Market Cap: 174.24M
Sector: None    Short Interest: 37.11
Live Interactive Chart
Days to Next Earnings: 117 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 6
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. 12, 2024 AC 8.8 $0.88 @$2.50 $1.60
($0.88)
64.0% -12.49% I -12.49% I $0.77 $3.33
( $0.77 )
108.12%
Aug. 8, 2024 AC 10.0 $1.37 @$2.50 $1.25
($1.37)
50.0% -10.94% I -4.37% I $1.31 $2.95
( $1.31 )
136.0%
May 9, 2024 BO 10.0 $1.22 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 12, 2024 BO 10.0 $2.03 @$2.50
Nov. 14, 2023 BO 1.2 $1.32 @$2.50
Aug. 9, 2023 BO 0.0 $3.45 @$2.50

 
 
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