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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Pegasystems Inc. (PEGA) - NASDAQ Next Earnings Date: Estimated on April 24, 2024
EVR: 3.3
Avg Daily Volume: 656,736    Market Cap: 5.59B
Sector: Technology    Short Interest: 1.68
Live Interactive Chart
Days to Next Earnings: 27 Days
Implied Move Monthly: 18.33%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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 24, 2024 AC None $0.00 @$65.00 $11.85
($64.64)
18.33% -None% I -None% I $0.00 $0.00
( N/A )
None%
Oct. 26, 2022 AC 3.2 $33.24 @$35.00 $4.90
($33.24)
14.0% 11.67% I 9.71% I $36.47 $4.43
( $36.47 )
-9.59%
July 27, 2022 AC 2.5 $47.55 @$50.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 28, 2022 AC 2.4 $71.66 @$70.00
Feb. 16, 2022 AC 2.0 $97.52 @$100.00
Oct. 27, 2021 AC 2.1 $124.46 @$125.00
July 28, 2021 AC 2.0 $136.89 @$135.00
April 28, 2021 AC 2.1 $128.67 @$130.00
Feb. 17, 2021 AC 2.3 $141.74 @$140.00
Oct. 28, 2020 AC 2.6 $120.27 @$120.00

 
 
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