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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Performance Food Group Company (PFGC) - NYSE Next Earnings Date: OS Estimate: Feb. 3, 2027 BO
OS Projected Window: Feb. 1, 2027 to Feb. 6, 2027
EVR: 3.2
Avg Daily Volume: 1,718,321    Market Cap: 15.6B
Sector: Consumer Defensive    Short Interest: 3.4
Live Interactive Chart
Days to Next Earnings: 85 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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. 4, 2026 BO 2.7 $96.51 @$95.00 $8.12
($96.51)
8.55% 16.26% O 13.53% O $109.57 $15.05
( $109.57 )
85.34%
Aug. 12, 2026 BO 2.7 $113.96 @$115.00 $7.85
($113.96)
6.83% -7.56% O -5.74% I $107.41 $7.82
( $107.41 )
-0.38%
May 6, 2026 BO 2.5 $87.12 @$85.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 4, 2026 BO 2.1 $97.09 @$95.00
Nov. 5, 2025 BO 2.2 $96.65 @$95.00
Aug. 13, 2025 BO 2.2 $98.36 @$100.00
May 7, 2025 BO 2.3 $81.08 @$80.00
Feb. 5, 2025 BO 2.4 $90.60 @$90.00
Nov. 6, 2024 BO 2.4 $82.33 @$80.00
Aug. 14, 2024 BO 2.2 $67.08 @$65.00

 
 
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