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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PepsiCo (PEP) - NASDAQ Next Earnings Date: April 16, 2026 BO
EVR: 1.5
Avg Daily Volume: 6,584,387    Market Cap: 212.3B
Sector: Consumer Goods    Short Interest: 1.58
Live Interactive Chart
Days to Next Earnings: 14 Days
Implied Move Weekly: 6.25%       Expires on: April 17, 2026
Implied Move Monthly: 8.19%       Expires on: May 15, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 72
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 16, 2026 BO None $0.00 @$150.00 $12.35
($150.83)
8.19% -None% -None% $0.00 $0.00
( N/A )
None%
Feb. 3, 2026 BO 1.4 $155.20 @$155.00 $7.53
($155.20)
4.86% 5.3% O 4.92% O $162.85 $9.77
( $162.85 )
29.75%
Oct. 9, 2025 BO 1.4 $138.84 @$139.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 9, 2024 BO 0.9 $173.85 @$175.00

 
 
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