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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Pepsico, Inc. (PEP) - NYSE Next Earnings Date: OS Estimate: July 10, 2019 BO
OS Projected Window: July 3, 2019 to July 16, 2019
EVR: 1.0
Avg Daily Volume: 5,107,900    Market Cap: 172.09B
Sector: Consumer Goods    Short Interest: 0.79
Live Interactive Chart
Days to Next Earnings: 80 Days
Current 7 Day Implied Movement: 1.26%       Theoretical Expires in 7 days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
Earnings Date 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 Close Price Straddle @Trade Price Return
April 17, 2019 BO $122.41 @$122.00 $2.69
($122.41)
2.2% 3.83% O $127.01 $4.98
( $127.01 )
85.13%
Feb. 15, 2019 BO $112.59 @$113.00 $2.96
($112.59)
2.62% 3.27% O $115.91 $2.96
( $115.91 )
0.0%
Oct. 2, 2018 BO $110.71 @$111.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 10, 2018 BO $107.76 @$108.00
April 26, 2018 BO $101.15 @$101.00
Feb. 13, 2018 BO $111.93 @$112.00
Oct. 4, 2017 BO $109.13 @$109.00
July 11, 2017 BO $114.27 @$114.00
April 26, 2017 BO $114.16 @$114.00
Feb. 15, 2017 BO $106.92 @$107.00

 
 
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