Optionslam.com

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

 
Pegasystems Inc. (PEGA) - NASDAQ Next Earnings Date: OS Estimate: Feb. 11, 2026 AC
OS Projected Window: Feb. 9, 2026 to Feb. 14, 2026
EVR: 6.3
Avg Daily Volume: 1,317,476    Market Cap: 10.0B
Sector: Technology    Short Interest: 3.79
Live Interactive Chart
Days to Next Earnings: 61 Days

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 6.1 $57.05 @$55.00 $9.40
($57.05)
17.09% 17.44% O 14.96% I $65.59 $10.92
( $65.59 )
16.17%
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