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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Pegasystems Inc. (PEGA) - NASDAQ Next Earnings Date: OS Estimate: Oct. 21, 2026 AC
OS Projected Window: Oct. 19, 2026 to Oct. 24, 2026
EVR: 5.9
Avg Daily Volume: 3,162,276    Market Cap: 5.4B
Sector: Technology    Short Interest: 9.62
Live Interactive Chart
Days to Next Earnings: 71 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 59
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
July 21, 2026 AC 5.9 $30.94 @$30.00 $6.27
($30.94)
20.9% -18.87% I -15.99% I $25.99 $5.08
( $25.99 )
-18.98%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 21, 2025 AC 6.1 $57.05 @$55.00
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

 
 
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