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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Pembina Pipeline Corp. (PBA) - NYSE Next Earnings Date: Estimated on May 9, 2024
OS Projected Window: June 3, 2024 to June 8, 2024
EVR: 1.1
Avg Daily Volume: 1,068,805    Market Cap: 19.20B
Sector: Basic Materials    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 15 Days
Implied Move Monthly: 3.72%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 34
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
May 9, 2024 AC None $0.00 @$35.00 $1.32
($35.49)
3.72% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 23, 2024 BO 1.2 $34.43 @$35.00 $1.55
($34.43)
4.43% 1.07% I 0.75% I $34.69 $1.23
( $34.69 )
-20.65%
Nov. 3, 2023 BO 1.2 $31.77 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 4, 2023 BO 1.4 $30.51 @$30.00
Feb. 24, 2023 BO 1.4 $33.42 @$35.00
Aug. 5, 2022 BO 1.4 $36.40 @$35.00
May 6, 2022 BO 1.5 $38.18 @$40.00
Feb. 24, 2022 AC 1.5 $32.67 @$35.00
Nov. 4, 2021 AC 1.5 $32.60 @$35.00
Aug. 6, 2021 BO 1.5 $32.56 @$35.00

 
 
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