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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Pacific Gas & Electric Co. (PCG) - NYSE Next Earnings Date: April 25, 2024 BO
EVR: 1.2
Avg Daily Volume: 13,310,152    Market Cap: 44.06B
Sector: Utilities    Short Interest: 1.63
Live Interactive Chart
Days to Next Earnings: 2 Days
Implied Move Weekly: 2.71%       Expires on: April 26, 2024
Implied Move Monthly: 5.01%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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 25, 2024 BO None $0.00 @$17.00 $0.85
($16.95)
5.01% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 22, 2024 BO 1.3 $16.78 @$17.00 $0.96
($16.78)
5.65% -3.15% I -0.77% I $16.65 $0.86
( $16.65 )
-10.42%
Oct. 26, 2023 BO 1.2 $16.17 @$16.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 27, 2023 BO 1.3 $17.90 @$18.00
May 4, 2023 BO 1.5 $17.29 @$17.50
Feb. 23, 2023 BO 1.4 $15.52 @$15.50
Oct. 27, 2022 BO 1.6 $15.17 @$15.00
July 28, 2022 BO 1.7 $10.78 @$11.00
April 28, 2022 BO 1.7 $12.49 @$12.50
Feb. 10, 2022 BO 1.7 $12.30 @$12.50

 
 
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