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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PepsiCo (PEP) - NASDAQ Next Earnings Date: OS Estimate: July 10, 2024 BO
OS Projected Window: July 8, 2024 to July 13, 2024
EVR: 0.9
Avg Daily Volume: 6,076,334    Market Cap: 232.43B
Sector: Consumer Goods    Short Interest: 1.26
Live Interactive Chart
Days to Next Earnings: 76 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
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 23, 2024 BO None $176.46 @$177.50 $6.77
($176.46)
3.81% -3.58% I -2.96% I $171.22 $7.23
( $171.22 )
6.79%
Feb. 9, 2024 BO 0.9 $173.85 @$175.00 $6.32
($173.85)
3.61% -3.95% O -3.55% I $167.67 $7.42
( $167.67 )
17.41%
Oct. 10, 2023 BO 0.9 $161.36 @$162.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 13, 2023 BO 0.8 $183.17 @$182.50
April 25, 2023 BO 0.8 $185.50 @$185.00
Feb. 9, 2023 BO 0.8 $171.16 @$170.00
Oct. 12, 2022 BO 0.7 $162.59 @$162.50
July 12, 2022 BO 0.7 $170.47 @$170.00
April 26, 2022 BO 0.8 $173.74 @$172.50
Feb. 10, 2022 BO 0.8 $171.94 @$172.50

 
 
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