Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Paychex (PAYX) - NASDAQ Next Earnings Date: OS Estimate: Oct. 1, 2026 BO
OS Projected Window: Sept. 28, 2026 to Oct. 3, 2026
EVR: 2.0
Avg Daily Volume: 3,501,090    Market Cap: 35.2B
Sector: Services    Short Interest: 5.59
Live Interactive Chart
Days to Next Earnings: 97 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 75
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 24, 2026 BO None $97.99 @$100.00 $8.00
($97.99)
8.0% -5.07% I -1.72% I $96.30 $6.68
( $96.30 )
-16.5%
March 25, 2026 BO 2.1 $90.61 @$90.00 $8.10
($90.61)
9.0% 5.38% I 3.03% I $93.36 $7.42
( $93.36 )
-8.4%
Dec. 19, 2025 BO 2.1 $114.24 @$115.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Sept. 30, 2025 BO 2.0 $128.53 @$130.00
June 25, 2025 BO 1.8 $152.25 @$150.00
March 26, 2025 BO 1.8 $144.13 @$145.00
Dec. 19, 2024 BO 1.8 $135.86 @$135.00
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

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US