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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Paychex (PAYX) - NASDAQ Next Earnings Date: OS Estimate: June 26, 2024 BO
OS Projected Window: June 24, 2024 to June 29, 2024
EVR: 1.7
Avg Daily Volume: 2,151,893    Market Cap: 43.98B
Sector: Services    Short Interest: 3.36
Live Interactive Chart
Days to Next Earnings: 63 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 66
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 27, 2024 BO 1.9 $119.58 @$120.00 $7.25
($119.58)
6.04% 1.88% I 1.63% I $121.53 $7.17
( $121.53 )
-1.1%
Dec. 21, 2023 BO 1.8 $127.86 @$130.00 $7.10
($127.86)
5.46% -7.25% O -7.0% O $118.90 $11.43
( $118.90 )
60.99%
Sept. 27, 2023 BO 1.8 $112.72 @$115.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 29, 2023 BO 1.9 $110.71 @$110.00
March 29, 2023 BO 1.9 $108.98 @$110.00
Dec. 22, 2022 BO 1.8 $114.77 @$115.00
Sept. 28, 2022 BO 1.7 $113.32 @$115.00
June 29, 2022 BO 1.8 $119.88 @$120.00
March 30, 2022 BO 1.7 $132.53 @$135.00
Dec. 22, 2021 BO 1.6 $126.43 @$125.00

 
 
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