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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PepsiCo (PEP) - NASDAQ Next Earnings Date: OS Estimate: April 22, 2026 BO
OS Projected Window: April 20, 2026 to April 25, 2026
EVR: 1.4
Avg Daily Volume: 8,719,528    Market Cap: 210.1B
Sector: Consumer Goods    Short Interest: 1.59
Live Interactive Chart
Days to Next Earnings: 76 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 71
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. 3, 2026 BO None $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 $6.17
($138.84)
4.44% 4.24% I 4.22% I $144.71 $6.87
( $144.71 )
11.35%
July 17, 2025 BO 1.2 $135.35 @$135.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 10, 2023 BO 0.9 $161.36 @$162.50

 
 
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