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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Progyny (PGNY) - NASDAQ Next Earnings Date: OS Estimate: Nov. 4, 2026 AC
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 6.8
Avg Daily Volume: 1,196,676    Market Cap: 2.2B
Sector: Healthcare    Short Interest: 5.91
Live Interactive Chart
Days to Next Earnings: 86 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 27
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
Aug. 6, 2026 AC 6.8 $30.21 @$30.00 $3.88
($30.21)
12.93% -16.94% O -6.98% I $28.10 $2.23
( $28.10 )
-42.53%
May 7, 2026 AC 6.4 $19.16 @$20.00 $2.58
($19.16)
12.9% 24.0% O 23.79% O $23.72 $3.60
( $23.72 )
39.53%
Feb. 26, 2026 AC 6.1 $22.25 @$22.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 6, 2025 AC 5.8 $18.01 @$17.50
Aug. 7, 2025 AC 6.3 $23.06 @$22.50
May 8, 2025 AC 6.4 $23.37 @$22.50
Feb. 27, 2025 AC 6.1 $22.88 @$22.50
Nov. 12, 2024 AC 6.1 $17.18 @$17.50
Aug. 6, 2024 AC 5.6 $25.74 @$25.00
May 9, 2024 AC 5.1 $32.50 @$30.00

 
 
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