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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Performant Financial Corporation (PFMT) - NASDAQ Next Earnings Date: OS Estimate: May 7, 2024 AC
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 3.8
Avg Daily Volume: 363,042    Market Cap: 219.99M
Sector: Services    Short Interest: 1.64
Live Interactive Chart
Days to Next Earnings: 20 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 32
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
March 12, 2024 AC 4.4 $3.04 @$2.50 $0.55
($3.04)
22.0% -6.24% I -4.93% I $2.89 $0.33
( $2.89 )
-40.0%
March 14, 2023 AC 4.7 $3.17 @$2.50 $0.82
($3.17)
32.8% -10.09% I -7.25% I $2.94 $0.43
( $2.94 )
-47.56%
Nov. 8, 2022 AC 4.8 $2.38 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 8, 2022 AC 4.9 $2.76 @$2.50
May 9, 2022 AC 4.5 $1.97 @$2.50
March 15, 2022 AC 4.8 $2.00 @$2.50
Nov. 9, 2021 AC 4.5 $3.28 @$2.50
Aug. 10, 2021 AC 4.7 $4.75 @$5.00
May 13, 2021 AC 5.0 $2.14 @$2.50
March 16, 2021 AC 4.6 $1.75 @$2.50

 
 
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