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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Par Pacific Holdings (PARR) - NYSE Next Earnings Date: Estimated on May 6, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 2.8
Avg Daily Volume: 913,307    Market Cap: 2.17B
Sector: N/A    Short Interest: 5.39
Live Interactive Chart
Days to Next Earnings: 10 Days
Implied Move Monthly: 10.23%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 35
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 6, 2024 AC None $0.00 @$35.00 $3.35
($32.75)
10.23% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 27, 2024 AC 2.6 $40.07 @$40.00 $3.25
($40.07)
8.12% -9.93% O -8.85% O $36.52 $3.88
( $36.52 )
19.38%
Nov. 6, 2023 AC 3.0 $32.35 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 7, 2023 AC 3.1 $32.62 @$35.00
May 3, 2023 AC 3.3 $21.76 @$22.50
Feb. 22, 2023 AC 3.6 $25.84 @$25.00
Nov. 1, 2022 AC 3.7 $23.27 @$22.50
Aug. 8, 2022 AC 3.6 $16.69 @$17.50
May 4, 2022 AC 3.3 $16.26 @$17.50
Feb. 23, 2022 AC 3.4 $14.71 @$15.00

 
 
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