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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Progyny (PGNY) - NASDAQ Next Earnings Date: Estimated on May 9, 2024
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 5.1
Avg Daily Volume: 729,926    Market Cap: 3.39B
Sector: None    Short Interest: 8.17
Live Interactive Chart
Days to Next Earnings: 2 Days
Implied Move Monthly: 12.70%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 18
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 9, 2024 AC None $0.00 @$35.00 $4.20
($33.06)
12.7% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 27, 2024 AC 4.9 $40.79 @$40.00 $4.80
($40.79)
12.0% -18.92% O -15.05% O $34.65 $6.25
( $34.65 )
30.21%
Nov. 7, 2023 AC 5.5 $32.00 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2023 AC 5.3 $40.43 @$40.00
May 8, 2023 AC 5.8 $34.85 @$35.00
Feb. 27, 2023 AC 5.4 $31.09 @$30.00
Nov. 3, 2022 AC 5.4 $38.92 @$40.00
Aug. 4, 2022 AC 4.3 $29.77 @$30.00
May 5, 2022 AC 4.7 $36.82 @$35.00
Feb. 28, 2022 AC 4.6 $39.36 @$40.00

 
 
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