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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PepsiCo (PEP) - NASDAQ Next Earnings Date: OS Estimate: Feb. 15, 2023 BO
OS Projected Window: Feb. 13, 2023 to Feb. 18, 2023
EVR: 0.8
Avg Daily Volume: 5,150,000    Market Cap: 255.83B
Sector: Consumer Goods    Short Interest: 0.73
Live Interactive Chart
Days to Next Earnings: 64 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 58
Earnings Date 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
Oct. 12, 2022 BO $162.59 @$162.50 $6.88
($162.59)
4.23% 4.98% O 4.18% I $169.39 $8.51
( $169.39 )
23.69%
July 12, 2022 BO $170.47 @$170.00 $10.40
($170.47)
6.12% 1.67% I -0.56% I $169.50 $9.57
( $169.50 )
-7.98%
April 26, 2022 BO $173.74 @$172.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 10, 2022 BO $171.94 @$172.50
Oct. 5, 2021 BO $150.20 @$150.00
July 13, 2021 BO $149.51 @$150.00
April 15, 2021 BO $142.11 @$140.00
Feb. 11, 2021 BO $137.70 @$138.00
Oct. 1, 2020 BO $138.60 @$139.00
July 13, 2020 BO $134.46 @$135.00

 
 
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