Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PepsiCo (PEP) - NASDAQ Next Earnings Date: July 17, 2025 BO
EVR: 1.2
Avg Daily Volume: 8,178,523    Market Cap: 178.8B
Sector: Consumer Goods    Short Interest: 1.44
Live Interactive Chart
Days to Next Earnings: 38 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 68
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 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 $6.42
($150.27)
4.28% -4.83% O -4.51% O $143.49 $7.08
( $143.49 )
10.28%
Oct. 8, 2024 BO 1.0 $167.21 @$167.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 9, 2023 BO 0.8 $171.16 @$170.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US