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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Pure Cycle Corporation (PCYO) - NASDAQ Next Earnings Date: OS Estimate: April 7, 2026 AC
OS Projected Window: April 6, 2026 to April 11, 2026
EVR: 1.8
Avg Daily Volume: 44,886    Market Cap: 279.0M
Sector: Utilities    Short Interest: 1.35
Live Interactive Chart
Days to Next Earnings: 61 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
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
Jan. 7, 2026 AC 2.1 $10.66 @$10.00 $1.55
($10.66)
15.5% 6.19% I 4.78% I $11.17 $1.47
( $11.17 )
-5.16%
Nov. 12, 2025 AC 2.1 $11.23 @$10.00 $1.80
($11.23)
18.0% 2.84% I -1.6% I $11.05 $1.27
( $11.05 )
-29.44%
July 9, 2025 AC 2.1 $10.64 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 15, 2023 AC 2.2 $10.23 @$10.00
July 12, 2023 AC 2.1 $11.10 @$10.00

 
 
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