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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Perion Network Ltd (PERI) - NASDAQ Next Earnings Date: OS Estimate: Nov. 4, 2026 BO
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 4.6
Avg Daily Volume: 333,765    Market Cap: 382.9M
Sector: Communication Services    Short Interest: 2.97
Live Interactive Chart
Implied Move Monthly: 11.00%       Expires on: Aug. 21, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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. 10, 2026 BO None $9.81 @$10.00 $1.10
($9.81)
11.0% -12.74% O 0.0% $9.81 $0.68
( $9.81 )
-38.18%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 12, 2025 BO 4.0 $9.50 @$10.00
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

 
 
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