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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Paychex (PAYX) - NASDAQ Next Earnings Date: Estimated on Dec. 18, 2025
OS Projected Window: Dec. 15, 2025 to Dec. 20, 2025
EVR: 2.1
Avg Daily Volume: 3,082,818    Market Cap: 44.8B
Sector: Services    Short Interest: 3.5
Live Interactive Chart
Days to Next Earnings: 44 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 72
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. 30, 2025 BO 2.0 $128.53 @$130.00 $7.88
($128.53)
6.06% -7.39% O -1.37% I $126.76 $6.28
( $126.76 )
-20.3%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Sept. 27, 2023 BO 1.8 $112.72 @$115.00
June 29, 2023 BO 1.9 $110.71 @$110.00

 
 
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