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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Public Service Enterprise Group Incorporated (PEG) - NYSE Next Earnings Date: OS Estimate: Feb. 24, 2027 BO
OS Projected Window: Feb. 22, 2027 to Feb. 27, 2027
EVR: 0.9
Avg Daily Volume: 4,131,905    Market Cap: 37.0B
Sector: Utilities    Short Interest: 1.76
Live Interactive Chart
Days to Next Earnings: 106 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
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
Nov. 2, 2026 BO 0.9 $74.29 @$75.00 $3.85
($74.29)
5.13% -2.94% I 0.12% I $74.38 $3.70
( $74.38 )
-3.9%
Aug. 4, 2026 BO 0.9 $76.62 @$77.50 $3.08
($76.62)
3.97% -3.15% I -0.45% I $76.27 $3.03
( $76.27 )
-1.62%
May 5, 2026 BO 1.0 $80.45 @$80.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 26, 2026 BO 1.1 $85.97 @$85.00
Nov. 3, 2025 BO 1.1 $80.56 @$80.00
Aug. 5, 2025 BO 1.1 $90.14 @$90.00
April 30, 2025 BO 1.0 $81.61 @$82.50
Feb. 25, 2025 BO 0.9 $84.36 @$85.00
July 30, 2024 BO 1.0 $76.94 @$77.50
April 30, 2024 BO 1.0 $68.64 @$67.50

 
 
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