Optionslam.com

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

 
Progyny (PGNY) - NASDAQ Next Earnings Date: Estimated on May 7, 2026
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 6.4
Avg Daily Volume: 1,699,875    Market Cap: 2.1B
Sector: None    Short Interest: 4.26
Live Interactive Chart
Days to Next Earnings: 55 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 25
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. 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 $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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 7, 2023 AC 5.5 $32.00 @$30.00

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