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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Perion Network Ltd (PERI) - NASDAQ Next Earnings Date: Estimated on May 8, 2024
EVR: 4.0
Avg Daily Volume: 1,282,084    Market Cap: 1.09B
Sector: None    Short Interest: 4.79
Live Interactive Chart
Days to Next Earnings: 19 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 35
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
Nov. 1, 2023 BO 3.9 $25.40 @$25.00 $2.83
($25.40)
11.32% 9.6% I 6.33% I $27.01 $2.85
( $27.01 )
0.71%
May 3, 2023 BO 4.1 $35.00 @$35.00 $4.10
($35.00)
11.71% 8.62% I -3.05% I $33.93 $2.95
( $33.93 )
-28.05%
Feb. 8, 2023 BO 4.4 $33.54 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2022 BO 4.6 $19.47 @$20.00
April 28, 2022 BO 4.8 $22.63 @$22.50
Feb. 9, 2022 BO 4.9 $21.93 @$22.50
Oct. 26, 2021 BO 3.9 $22.14 @$22.50
Aug. 3, 2021 BO 4.0 $18.59 @$20.00
May 4, 2021 BO 4.9 $17.62 @$17.50
Feb. 9, 2021 BO 4.6 $21.35 @$22.50

 
 
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