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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Performance Food Group Company (PFGC) - NYSE Next Earnings Date: OS Estimate: May 8, 2024 BO
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 2.3
Avg Daily Volume: 999,965    Market Cap: 11.80B
Sector: None    Short Interest: 1.64
Live Interactive Chart
Days to Next Earnings: 18 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 34
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
Feb. 7, 2024 BO 2.4 $73.28 @$75.00 $4.50
($73.28)
6.0% -4.31% I -1.06% I $72.50 $3.15
( $72.50 )
-30.0%
Nov. 8, 2023 BO 2.5 $60.47 @$60.00 $3.55
($60.47)
5.92% 2.69% I -0.82% I $59.97 $1.82
( $59.97 )
-48.73%
Aug. 16, 2023 BO 2.4 $57.46 @$55.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 10, 2023 BO 2.6 $61.70 @$60.00
Feb. 8, 2023 BO 2.6 $61.79 @$60.00
Nov. 9, 2022 BO 2.5 $51.84 @$50.00
Aug. 17, 2022 BO 2.7 $53.32 @$55.00
May 11, 2022 BO 2.6 $47.54 @$50.00
Feb. 9, 2022 BO 2.2 $45.56 @$45.00
Nov. 10, 2021 BO 2.2 $46.37 @$45.00

 
 
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