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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PepsiCo (PEP) - NASDAQ Next Earnings Date: OS Estimate: Oct. 7, 2026 BO
OS Projected Window: Oct. 5, 2026 to Oct. 10, 2026
EVR: 1.6
Avg Daily Volume: 9,975,304    Market Cap: 187.8B
Sector: Consumer Goods    Short Interest: 2.44
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 73
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 9, 2026 BO 1.5 $142.51 @$143.00 $6.30
($142.51)
4.41% -5.48% O -3.26% I $137.86 $5.82
( $137.86 )
-7.62%
April 16, 2026 BO 1.5 $154.85 @$155.00 $10.02
($154.85)
6.46% 3.19% I 2.27% I $158.38 $9.06
( $158.38 )
-9.58%
Feb. 3, 2026 BO 1.4 $155.20 @$155.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 9, 2025 BO 1.4 $138.84 @$139.00
July 17, 2025 BO 1.2 $135.35 @$135.00
April 24, 2025 BO 1.1 $142.26 @$142.00
Feb. 4, 2025 BO 1.0 $150.27 @$150.00
Oct. 8, 2024 BO 1.0 $167.21 @$167.50
July 11, 2024 BO 1.0 $163.59 @$162.50
April 23, 2024 BO 0.9 $176.46 @$177.50

 
 
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