Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Pegasystems Inc. (PEGA) - NASDAQ Next Earnings Date: Oct. 21, 2025 AC
EVR: 6.1
Avg Daily Volume: 1,268,220    Market Cap: 9.5B
Sector: Technology    Short Interest: 3.66
Live Interactive Chart
Days to Next Earnings: 11 Days
Implied Move Monthly: 15.21%       Expires on: Nov. 21, 2025

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 56
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
Oct. 21, 2025 AC None $0.00 @$55.00 $8.17
($53.72)
15.21% -None% I -None% I $0.00 $0.00
( N/A )
None%
July 22, 2025 AC 6.1 $50.92 @$50.00 $7.30
($50.92)
14.6% 13.98% I 13.92% I $58.01 $8.43
( $58.01 )
15.48%
April 22, 2025 AC 5.5 $68.76 @$70.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 25, 2023 AC 3.8 $38.11 @$40.00
July 26, 2023 AC 3.7 $55.13 @$55.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US