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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Palo Alto Networks (PANW) - NASDAQ Next Earnings Date: OS Estimate: Sept. 3, 2025 AC
OS Projected Window: Sept. 1, 2025 to Sept. 6, 2025
EVR: 3.5
Avg Daily Volume: 5,288,113    Market Cap: 123.8B
Sector: Technology    Short Interest: 3.72
Live Interactive Chart
Days to Next Earnings: 70 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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
May 20, 2025 AC 3.9 $194.48 @$195.00 $18.15
($194.48)
9.31% -8.14% I -6.79% I $181.26 $17.26
( $181.26 )
-4.9%
Feb. 13, 2025 AC 3.9 $201.88 @$202.50 $18.75
($201.88)
9.26% -6.5% I -0.91% I $200.03 $7.33
( $200.03 )
-60.91%
Nov. 20, 2024 AC 4.5 $392.89 @$392.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 19, 2024 AC 4.4 $343.36 @$342.50
May 20, 2024 AC 4.5 $323.77 @$325.00
Feb. 20, 2024 AC 3.8 $366.09 @$365.00
Nov. 15, 2023 AC 3.8 $256.18 @$260.00
Aug. 18, 2023 AC 3.4 $209.69 @$210.00
May 23, 2023 AC 3.5 $189.74 @$190.00
Feb. 21, 2023 AC 3.4 $166.89 @$166.67

 
 
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