Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Progyny (PGNY) - NASDAQ Next Earnings Date: OS Estimate: Feb. 25, 2026 AC
OS Projected Window: Feb. 23, 2026 to Feb. 28, 2026
EVR: 6.1
Avg Daily Volume: 1,699,436    Market Cap: 1.9B
Sector: None    Short Interest: 7.63
Live Interactive Chart
Days to Next Earnings: 76 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 24
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. 6, 2025 AC 5.8 $18.01 @$17.50 $2.60
($18.01)
14.86% 24.65% O 24.2% O $22.37 $5.30
( $22.37 )
103.85%
Aug. 7, 2025 AC 6.3 $23.06 @$22.50 $2.95
($23.06)
13.11% 14.39% O -0.91% I $22.85 $0.73
( $22.85 )
-75.25%
May 8, 2025 AC 6.4 $23.37 @$22.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 27, 2024 AC 4.9 $40.79 @$40.00
Nov. 7, 2023 AC 5.5 $32.00 @$30.00
Aug. 3, 2023 AC 5.3 $40.43 @$40.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US