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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Pegasystems Inc. (PEGA) - NASDAQ Next Earnings Date: OS Estimate: July 30, 2025 AC
OS Projected Window: July 28, 2025 to Aug. 2, 2025
EVR: 5.5
Avg Daily Volume: 1,036,409    Market Cap: 6.5B
Sector: Technology    Short Interest: 1.82
Live Interactive Chart
Days to Next Earnings: 96 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
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 22, 2025 AC None $68.76 @$70.00 $11.80
($68.76)
16.86% 35.36% O 28.78% O $88.55 $19.65
( $88.55 )
66.53%
Feb. 12, 2025 AC 5.2 $106.09 @$105.00 $12.65
($106.09)
12.05% -19.83% O -19.61% O $85.28 $19.18
( $85.28 )
51.62%
Oct. 23, 2024 AC 5.1 $69.73 @$70.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 26, 2023 AC 3.8 $43.68 @$45.00
Feb. 15, 2023 AC 3.3 $42.75 @$45.00

 
 
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