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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Perion Network Ltd (PERI) - NASDAQ Next Earnings Date: Estimated on Aug. 12, 2026
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 4.6
Avg Daily Volume: 620,158    Market Cap: 332.1M
Sector: None    Short Interest: 1.77
Live Interactive Chart
Days to Next Earnings: 47 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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
May 20, 2026 BO 4.4 $10.67 @$10.00 $1.45
($10.67)
14.5% -19.11% O -15.55% O $9.01 $1.15
( $9.01 )
-20.69%
Feb. 18, 2026 BO 4.5 $8.57 @$7.50 $1.50
($8.57)
20.0% 10.38% I 3.5% I $8.87 $1.65
( $8.87 )
10.0%
Nov. 12, 2025 BO 4.0 $9.50 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 11, 2025 BO 3.9 $10.21 @$10.00
May 13, 2025 BO 3.8 $9.57 @$10.00
Feb. 19, 2025 BO 3.5 $9.75 @$10.00
Nov. 6, 2024 BO 3.7 $8.45 @$7.50
July 31, 2024 BO 3.6 $8.51 @$7.50
May 8, 2024 BO 3.8 $12.71 @$12.50
Feb. 7, 2024 BO 3.7 $29.47 @$30.00

 
 
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