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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Pegasystems Inc. (PEGA) - NASDAQ Next Earnings Date: OS Estimate: July 22, 2026 AC
OS Projected Window: July 20, 2026 to July 25, 2026
EVR: 5.9
Avg Daily Volume: 2,334,181    Market Cap: 6.7B
Sector: Technology    Short Interest: 4.71
Live Interactive Chart
Days to Next Earnings: 70 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 58
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
April 21, 2026 AC 6.4 $39.29 @$40.00 $6.73
($39.29)
16.82% 6.51% I -4.6% I $37.48 $4.83
( $37.48 )
-28.23%
Feb. 10, 2026 AC 6.3 $43.03 @$45.00 $7.18
($43.03)
15.96% -16.59% O -11.85% I $37.93 $7.33
( $37.93 )
2.09%
Oct. 21, 2025 AC 6.1 $57.05 @$55.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 22, 2025 AC 6.1 $50.92 @$50.00
April 22, 2025 AC 5.5 $68.76 @$70.00
Feb. 12, 2025 AC 5.2 $106.09 @$105.00
Oct. 23, 2024 AC 5.1 $69.73 @$70.00
July 24, 2024 AC 4.7 $61.10 @$60.00
April 24, 2024 AC 4.9 $58.88 @$60.00
Feb. 14, 2024 AC 3.7 $50.71 @$50.00

 
 
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