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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Par Pacific Holdings (PARR) - NYSE Next Earnings Date: OS Estimate: May 5, 2026 AC
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 3.4
Avg Daily Volume: 1,468,797    Market Cap: 3.0B
Sector: N/A    Short Interest: 7.81
Live Interactive Chart
Days to Next Earnings: 42 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. 24, 2026 AC 3.2 $41.03 @$40.00 $5.33
($41.03)
13.32% -10.79% I -6.09% I $38.53 $4.88
( $38.53 )
-8.44%
Nov. 4, 2025 AC 3.1 $40.53 @$40.00 $5.70
($40.53)
14.25% -8.88% I -7.15% I $37.63 $4.75
( $37.63 )
-16.67%
Aug. 5, 2025 AC 2.9 $30.48 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 6, 2025 AC 2.8 $14.94 @$15.00
Feb. 25, 2025 AC 2.7 $15.43 @$15.00
Nov. 4, 2024 AC 2.8 $15.82 @$15.00
Aug. 6, 2024 AC 2.7 $23.69 @$22.50
May 6, 2024 AC 2.8 $30.33 @$30.00
Feb. 27, 2024 AC 2.6 $40.07 @$40.00
Nov. 6, 2023 AC 3.0 $32.35 @$30.00

 
 
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