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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Pure Cycle Corporation (PCYO) - NASDAQ Next Earnings Date: OS Estimate: Nov. 10, 2026 AC
OS Projected Window: Nov. 9, 2026 to Nov. 14, 2026
EVR: 2.1
Avg Daily Volume: 67,264    Market Cap: 261.0M
Sector: Utilities    Short Interest: 1.71
Live Interactive Chart
Days to Next Earnings: 92 Days

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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 2.0 $10.64 @$10.00 $0.92
($10.64)
9.2% -7.04% I 1.4% I $10.79 $1.15
( $10.79 )
25.0%
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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