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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PagerDuty (PD) - NYSE Next Earnings Date: Estimated on May 30, 2024
OS Projected Window: May 27, 2024 to June 1, 2024
EVR: 4.5
Avg Daily Volume: 1,332,935    Market Cap: 2.08B
Sector: None    Short Interest: 12.53
Live Interactive Chart
Days to Next Earnings: 38 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 20
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 14, 2024 AC 4.5 $22.93 @$22.50 $3.88
($22.93)
17.24% -11.25% I -7.32% I $21.25 $2.62
( $21.25 )
-32.47%
Nov. 30, 2023 AC 5.0 $21.80 @$22.50 $3.12
($21.80)
13.87% 6.55% I -0.32% I $21.73 $1.52
( $21.73 )
-51.28%
Aug. 31, 2023 AC 5.2 $25.76 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 1, 2023 AC 5.0 $27.75 @$30.00
March 15, 2023 AC 5.1 $27.84 @$30.00
Dec. 1, 2022 AC 5.5 $22.52 @$22.50
Sept. 1, 2022 AC 5.6 $24.10 @$25.00
June 2, 2022 AC 6.0 $27.43 @$25.00
March 16, 2022 AC 6.0 $26.85 @$25.00
Dec. 7, 2021 AC 6.3 $33.49 @$35.00

 
 
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