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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PepsiCo (PEP) - NASDAQ Next Earnings Date: OS Estimate: Feb. 14, 2024 BO
OS Projected Window: Feb. 12, 2024 to Feb. 17, 2024
EVR: 0.9
Avg Daily Volume: 5,490,000    Market Cap: 231.93B
Sector: Consumer Goods    Short Interest: 1.12
Live Interactive Chart
Days to Next Earnings: 67 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 62
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
Oct. 10, 2023 BO 0.9 $161.36 @$162.50 $6.75
($161.36)
4.15% 2.36% I 1.88% I $164.40 $4.40
( $164.40 )
-34.81%
July 13, 2023 BO 0.8 $183.17 @$182.50 $5.20
($183.17)
2.85% 2.66% I 2.38% I $187.53 $5.74
( $187.53 )
10.38%
April 25, 2023 BO 0.8 $185.50 @$185.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 5, 2021 BO 0.8 $150.20 @$150.00
July 13, 2021 BO 0.8 $149.51 @$150.00

 
 
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