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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Penumbra (PEN) - NYSE Next Earnings Date: Estimated on May 7, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 3.2
Avg Daily Volume: 350,746    Market Cap: 8.60B
Sector: None    Short Interest: 7.24
Live Interactive Chart
Days to Next Earnings: 14 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 27
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
Feb. 23, 2023 AC 3.2 $261.72 @$260.00 $27.90
($261.72)
10.73% -8.29% I 2.16% I $267.38 $23.05
( $267.38 )
-17.38%
Aug. 4, 2022 AC 3.0 $143.14 @$145.00 $14.45
($143.14)
9.97% 16.92% O 16.55% O $166.83 $24.55
( $166.83 )
69.9%
May 3, 2022 AC 3.0 $174.15 @$175.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 22, 2022 AC 3.3 $216.59 @$220.00
Nov. 3, 2021 AC 3.5 $277.34 @$280.00
Aug. 9, 2021 AC 3.6 $263.65 @$260.00
May 4, 2021 AC 3.8 $288.93 @$290.00
Feb. 23, 2021 AC 3.9 $280.61 @$280.00
Oct. 28, 2020 AC 3.7 $232.72 @$230.00
Aug. 3, 2020 AC 3.8 $229.48 @$230.00

 
 
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