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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PepGen Inc. (PEPG) - NASDAQ Next Earnings Date: Nov. 10, 2026 BO
EVR: 10.0
Avg Daily Volume: 1,071,797    Market Cap: 163.5M
Sector: Healthcare    Short Interest: 5.49
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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 6
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
Aug. 6, 2026 AC 10.0 $2.41 @$2.00 $0.47
($2.41)
23.5% 19.5% I 18.25% I $2.85 $0.85
( $2.85 )
80.85%
May 12, 2026 AC 10.0 $1.68 @$2.00 $0.65
($1.68)
32.5% 8.33% I 5.95% I $1.78 $2.50
( $1.78 )
284.62%
Nov. 12, 2025 BO 10.0 $4.65 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 7, 2025 BO 10.0 $1.37 @$1.00
May 8, 2025 BO 9.1 $1.26 @$1.00
Feb. 24, 2025 BO 0.0 $1.37 @$1.00

 
 
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