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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Paychex (PAYX) - NASDAQ Next Earnings Date: OS Estimate: Dec. 23, 2026 BO
OS Projected Window: Dec. 21, 2026 to Dec. 26, 2026
EVR: 2.1
Avg Daily Volume: 2,893,124    Market Cap: 41.3B
Sector: Technology    Short Interest: 5.74
Live Interactive Chart
Days to Next Earnings: 84 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 76
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
Sept. 23, 2026 BO None $114.53 @$115.00 $8.45
($114.53)
7.35% -9.84% O -8.76% O $104.49 $10.80
( $104.49 )
27.81%
June 24, 2026 BO 2.0 $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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Dec. 19, 2025 BO 2.1 $114.24 @$115.00
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

 
 
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