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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PepsiCo (PEP) - NASDAQ Next Earnings Date: Oct. 9, 2025 BO
EVR: 1.4
Avg Daily Volume: 9,731,825    Market Cap: 203.5B
Sector: Consumer Goods    Short Interest: 1.61
Live Interactive Chart
Days to Next Earnings: 31 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 69
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 17, 2025 BO 1.2 $135.35 @$135.00 $8.40
($135.35)
6.22% 7.83% O 7.45% O $145.44 $11.90
( $145.44 )
41.67%
April 24, 2025 BO 1.1 $142.26 @$142.00 $7.95
($142.26)
5.6% -5.43% I -4.88% I $135.31 $7.90
( $135.31 )
-0.63%
Feb. 4, 2025 BO 1.0 $150.27 @$150.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 13, 2023 BO 0.8 $183.17 @$182.50
April 25, 2023 BO 0.8 $185.50 @$185.00

 
 
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