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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Pegasystems Inc. (PEGA) - NASDAQ Next Earnings Date: OS Estimate: Oct. 29, 2025 AC
OS Projected Window: Oct. 27, 2025 to Nov. 1, 2025
EVR: 6.1
Avg Daily Volume: 2,047,387    Market Cap: 8.5B
Sector: Technology    Short Interest: 3.21
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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 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 $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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 26, 2023 AC 3.8 $43.68 @$45.00

 
 
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