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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PagerDuty (PD) - NYSE Next Earnings Date: OS Estimate: Dec. 2, 2026 AC
OS Projected Window: Nov. 30, 2026 to Dec. 5, 2026
EVR: 5.6
Avg Daily Volume: 1,603,052    Market Cap: 1.1B
Sector: Technology    Short Interest: 10.21
Live Interactive Chart
Days to Next Earnings: 60 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 30
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
Aug. 27, 2026 AC 5.6 $12.63 @$12.50 $2.40
($12.63)
19.2% 12.35% I 9.5% I $13.83 $1.88
( $13.83 )
-21.67%
May 28, 2026 AC 4.9 $7.44 @$7.50 $1.75
($7.44)
23.33% 34.67% O 33.73% O $9.95 $2.48
( $9.95 )
41.71%
March 12, 2026 AC 4.8 $7.27 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 25, 2025 AC 4.1 $15.18 @$15.00
Sept. 3, 2025 AC 4.4 $15.59 @$15.00
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

 
 
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