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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Pure Cycle Corporation (PCYO) - NASDAQ Next Earnings Date: Estimated on July 8, 2026
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 2.0
Avg Daily Volume: 62,144    Market Cap: 266.8M
Sector: Utilities    Short Interest: 1.51
Live Interactive Chart
Days to Next Earnings: 12 Days
Implied Move Monthly: 16.83%       Expires on: July 17, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 41
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
July 8, 2026 AC None $0.00 @$10.00 $1.85
($11.23)
16.47% -None% -None% $0.00 $0.00
( N/A )
None%
April 8, 2026 AC 1.8 $11.74 @$12.50 $1.77
($11.74)
14.16% -12.43% I 0.93% I $11.85 $1.23
( $11.85 )
-30.51%
Jan. 7, 2026 AC 2.1 $10.66 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 12, 2025 AC 2.1 $11.23 @$10.00
July 9, 2025 AC 2.1 $10.64 @$10.00
April 9, 2025 AC 2.1 $10.78 @$10.00
Jan. 8, 2025 AC 2.0 $11.98 @$12.50
Nov. 13, 2024 AC 1.7 $11.68 @$12.50
April 10, 2024 AC 1.8 $9.51 @$10.00
Jan. 12, 2024 AC 2.0 $9.99 @$10.00

 
 
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