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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Pegasystems Inc. (PEGA) - NASDAQ Next Earnings Date: OS Estimate: Feb. 10, 2027 AC
OS Projected Window: Feb. 8, 2027 to Feb. 13, 2027
EVR: 5.6
Avg Daily Volume: 2,837,376    Market Cap: 5.6B
Sector: Technology    Short Interest: 6.57
Live Interactive Chart
Days to Next Earnings: 92 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 60
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. 20, 2026 AC 5.9 $36.23 @$35.00 $7.10
($36.23)
20.29% -4.85% I -2.89% I $35.18 $4.03
( $35.18 )
-43.24%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 10, 2026 AC 6.3 $43.03 @$45.00
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

 
 
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