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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Procore Technologies (PCOR) - NYSE Next Earnings Date: OS Estimate: July 31, 2024 AC
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 3.3
Avg Daily Volume: 1,367,886    Market Cap: 11.87B
Sector: None    Short Interest: 5.57
Live Interactive Chart
Days to Next Earnings: 87 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 12
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 1, 2024 AC 3.4 $68.24 @$70.00 $5.85
($68.24)
8.36% 6.21% I 1.45% I $69.23 $3.80
( $69.23 )
-35.04%
Feb. 15, 2024 AC 3.5 $74.59 @$75.00 $9.55
($74.59)
12.73% -7.03% I 1.78% I $75.92 $6.28
( $75.92 )
-34.24%
Nov. 1, 2023 AC 3.0 $60.17 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 2, 2023 AC 3.0 $72.39 @$70.00
May 3, 2023 AC 2.8 $53.18 @$55.00
Feb. 16, 2023 AC 2.7 $63.41 @$65.00
Nov. 2, 2022 AC 2.5 $50.22 @$50.00
Aug. 3, 2022 AC 2.2 $56.64 @$55.00
May 4, 2022 AC 2.1 $54.27 @$55.00
Feb. 22, 2022 AC 1.9 $62.88 @$65.00

 
 
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