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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Paychex (PAYX) - NASDAQ Next Earnings Date: Estimated on June 25, 2026
OS Projected Window: June 29, 2026 to July 4, 2026
EVR: 2.0
Avg Daily Volume: 3,396,321    Market Cap: 32.2B
Sector: Services    Short Interest: 5.69
Live Interactive Chart
Days to Next Earnings: 44 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 74
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
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 $8.25
($114.24)
7.17% -4.56% I -1.71% I $112.28 $6.32
( $112.28 )
-23.39%
Sept. 30, 2025 BO 2.0 $128.53 @$130.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Dec. 21, 2023 BO 1.8 $127.86 @$130.00

 
 
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