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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PBF Energy Inc. (PBF) - NYSE Next Earnings Date: OS Estimate: July 30, 2026 BO
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 2.6
Avg Daily Volume: 3,484,992    Market Cap: 4.8B
Sector: Basic Materials    Short Interest: 10.39
Live Interactive Chart
Days to Next Earnings: 79 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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
April 30, 2026 BO 2.7 $43.13 @$43.00 $6.20
($43.13)
14.42% -8.02% I 0.53% I $43.36 $4.92
( $43.36 )
-20.65%
Feb. 12, 2026 BO 2.6 $35.77 @$36.00 $4.25
($35.77)
11.81% 8.55% I -5.87% I $33.67 $3.35
( $33.67 )
-21.18%
Oct. 30, 2025 BO 2.7 $34.11 @$34.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 31, 2025 BO 2.5 $24.63 @$25.00
May 1, 2025 BO 2.7 $17.18 @$17.00
Feb. 13, 2025 BO 2.3 $26.61 @$27.00
Oct. 31, 2024 BO 2.5 $28.83 @$29.00
Aug. 1, 2024 BO 2.5 $40.75 @$41.00
May 2, 2024 BO 2.8 $52.19 @$52.50
Feb. 15, 2024 BO 3.0 $52.24 @$50.00

 
 
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