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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Palo Alto Networks (PANW) - NASDAQ Next Earnings Date: Estimated on May 23, 2024
OS Projected Window: May 20, 2024 to May 25, 2024
EVR: 4.5
Avg Daily Volume: 4,154,686    Market Cap: 86.91B
Sector: Technology    Short Interest: 4.2
Live Interactive Chart
Days to Next Earnings: 35 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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. 20, 2024 AC 3.8 $366.09 @$365.00 $44.35
($366.09)
12.15% -28.95% O -28.44% O $261.97 $103.13
( $261.97 )
132.54%
Nov. 15, 2023 AC 3.8 $256.18 @$260.00 $28.68
($256.18)
11.03% -8.59% I -5.41% I $242.30 $21.73
( $242.30 )
-24.23%
Aug. 18, 2023 AC 3.4 $209.69 @$210.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 23, 2023 AC 3.5 $189.74 @$190.00
Feb. 21, 2023 AC 3.4 $166.89 @$166.67
Nov. 17, 2022 AC 3.3 $156.56 @$156.67
May 19, 2022 AC 3.2 $436.37 @$440.00
Feb. 22, 2022 AC 3.3 $475.51 @$475.00
Nov. 18, 2021 AC 3.4 $519.99 @$520.00
Aug. 23, 2021 AC 2.8 $372.57 @$372.50

 
 
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