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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Paychex (PAYX) - NASDAQ Next Earnings Date: OS Estimate: Oct. 1, 2025 BO
OS Projected Window: Sept. 29, 2025 to Oct. 4, 2025
EVR: 2.0
Avg Daily Volume: 2,823,265    Market Cap: 51.6B
Sector: Services    Short Interest: 3.57
Live Interactive Chart
Days to Next Earnings: 61 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 71
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
June 25, 2025 BO 1.8 $152.25 @$150.00 $10.20
($152.25)
6.8% -10.09% O -9.39% O $137.94 $12.10
( $137.94 )
18.63%
March 26, 2025 BO 1.8 $144.13 @$145.00 $7.60
($144.13)
5.24% 6.23% O 4.2% I $150.19 $7.85
( $150.19 )
3.29%
Dec. 19, 2024 BO 1.8 $135.86 @$135.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 1, 2024 BO 1.8 $134.19 @$135.00
June 26, 2024 BO 1.7 $125.03 @$125.00
March 27, 2024 BO 1.9 $119.58 @$120.00
Dec. 21, 2023 BO 1.8 $127.86 @$130.00
Sept. 27, 2023 BO 1.8 $112.72 @$115.00
June 29, 2023 BO 1.9 $110.71 @$110.00
March 29, 2023 BO 1.9 $108.98 @$110.00

 
 
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