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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Penumbra (PEN) - NYSE Next Earnings Date: OS Estimate: July 7, 2026 AC
OS Projected Window: July 6, 2026 to July 11, 2026
EVR: 2.8
Avg Daily Volume: 557,944    Market Cap: 12.9B
Sector: None    Short Interest: 5.11
Live Interactive Chart
Days to Next Earnings: 77 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 40
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
May 6, 2026 AC 3.0 $324.19 @$320.00 $5.92
($324.19)
1.85% 0.69% I 0.14% I $324.65 $6.32
( $324.65 )
6.76%
May 1, 2026 AC 3.4 $325.33 @$330.00 $10.47
($325.33)
3.17% 0.26% I -0.2% I $324.65 $6.17
( $324.65 )
-41.07%
Feb. 25, 2026 BO 3.8 $339.59 @$340.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 5, 2025 AC 3.3 $225.54 @$230.00
July 29, 2025 AC 3.1 $227.15 @$230.00
April 23, 2025 AC 3.2 $278.77 @$280.00
Feb. 18, 2025 AC 2.9 $271.14 @$270.00
May 7, 2024 AC 3.0 $210.00 @$210.00
Feb. 22, 2024 AC 2.8 $262.68 @$260.00
Nov. 2, 2023 AC 3.2 $198.26 @$200.00

 
 
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