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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Pfizer (PFE) - NYSE Next Earnings Date: OS Estimate: July 28, 2026 BO
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 1.3
Avg Daily Volume: 36,762,821    Market Cap: 153.5B
Sector: Healthcare    Short Interest: 2.35
Live Interactive Chart
Days to Next Earnings: 78 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 56
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 5, 2026 BO 1.3 $26.30 @$26.50 $1.26
($26.30)
4.75% 1.71% I 0.57% I $26.45 $0.96
( $26.45 )
-23.81%
Feb. 3, 2026 BO 1.2 $26.66 @$26.50 $1.30
($26.66)
4.91% -5.25% O -3.33% I $25.77 $1.19
( $25.77 )
-8.46%
Nov. 4, 2025 BO 1.3 $24.66 @$24.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 5, 2025 BO 1.3 $23.53 @$23.50
April 29, 2025 BO 1.2 $23.05 @$23.00
Feb. 4, 2025 BO 1.3 $26.20 @$26.00
Oct. 29, 2024 BO 1.3 $28.86 @$29.00
July 30, 2024 BO 1.3 $30.72 @$31.00
May 1, 2024 BO 1.2 $25.62 @$25.50
Jan. 30, 2024 BO 1.2 $27.48 @$27.50

 
 
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