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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Progyny (PGNY) - NASDAQ Next Earnings Date: OS Estimate: Aug. 5, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 6.8
Avg Daily Volume: 1,628,473    Market Cap: 1.4B
Sector: None    Short Interest: 7.06
Live Interactive Chart
Days to Next Earnings: 75 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 26
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
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 $4.30
($22.25)
19.11% -24.71% O -20.49% O $17.69 $5.38
( $17.69 )
25.12%
Nov. 6, 2025 AC 5.8 $18.01 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 27, 2024 AC 4.9 $40.79 @$40.00

 
 
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