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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PagerDuty (PD) - NYSE Next Earnings Date: OS Estimate: June 3, 2026 AC
OS Projected Window: June 1, 2026 to June 6, 2026
EVR: 4.9
Avg Daily Volume: 3,954,174    Market Cap: 588.1M
Sector: None    Short Interest: 13.35
Live Interactive Chart
Days to Next Earnings: 66 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 28
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
March 12, 2026 AC 4.8 $7.27 @$7.50 $1.20
($7.27)
16.0% -15.4% I -2.75% I $7.07 $0.68
( $7.07 )
-43.33%
Nov. 25, 2025 AC 4.1 $15.18 @$15.00 $2.38
($15.18)
15.87% -26.74% O -23.32% O $11.64 $3.53
( $11.64 )
48.32%
Sept. 3, 2025 AC 4.4 $15.59 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 29, 2025 AC 4.4 $16.10 @$15.00
March 13, 2025 AC 4.2 $15.61 @$15.00
Nov. 26, 2024 AC 4.4 $20.91 @$20.00
Sept. 3, 2024 AC 4.5 $18.29 @$17.50
May 30, 2024 AC 4.5 $17.95 @$17.50
March 14, 2024 AC 4.5 $22.93 @$22.50
Nov. 30, 2023 AC 5.0 $21.80 @$22.50

 
 
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