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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Perion Network Ltd (PERI) - NASDAQ Next Earnings Date: Estimated on Nov. 16, 2026
EVR: 4.8
Avg Daily Volume: 675,235    Market Cap: 339.6M
Sector: Communication Services    Short Interest: 3.09
Live Interactive Chart
Days to Next Earnings: 6 Days
Implied Move Weekly: 5.26%       Expires on: Nov. 20, 2026
Implied Move Monthly: 17.54%       Expires on: Dec. 18, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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. 16, 2026 BO None $0.00 @$12.50 $2.00
($11.40)
17.54% -None% -None% $0.00 $0.00
( N/A )
None%
Aug. 10, 2026 BO 4.6 $9.81 @$10.00 $1.10
($9.81)
11.0% -12.64% O 0.0% $9.81 $0.68
( $9.81 )
-38.18%
May 20, 2026 BO 4.4 $10.67 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 18, 2026 BO 4.5 $8.57 @$7.50
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

 
 
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