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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PepsiCo (PEP) - NASDAQ Next Earnings Date: July 9, 2026 BO
EVR: 1.5
Avg Daily Volume: 9,400,226    Market Cap: 185.1B
Sector: Consumer Goods    Short Interest: 2.3
Live Interactive Chart
Days to Next Earnings: 8 Days
Implied Move Weekly: 4.53%       Expires on: July 10, 2026
Implied Move Monthly: 4.98%       Expires on: July 17, 2026

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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 None $0.00 @$141.00 $7.03
($141.16)
4.98% -None% -None% $0.00 $0.00
( N/A )
None%
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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