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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Paramount Group (PGRE) - NYSE Next Earnings Date: OS Estimate: July 30, 2025 AC
OS Projected Window: July 28, 2025 to Aug. 2, 2025
EVR: 2.2
Avg Daily Volume: 2,829,243    Market Cap: 997.5M
Sector: N/A    Short Interest: 2.66
Live Interactive Chart
Days to Next Earnings: 50 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
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
April 30, 2025 AC 2.0 $4.29 @$5.00 $0.53
($4.29)
10.6% 8.15% I 7.22% I $4.60 $0.50
( $4.60 )
-5.66%
Feb. 27, 2025 AC 2.1 $4.60 @$5.00 $0.33
($4.60)
6.6% -4.99% I -1.95% I $4.51 $0.33
( $4.51 )
0.0%
Oct. 30, 2024 AC 2.0 $5.05 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 31, 2024 AC 2.0 $5.24 @$5.00
May 1, 2024 AC 1.9 $4.62 @$5.00
Feb. 14, 2024 AC 1.8 $4.50 @$5.00
Nov. 1, 2023 AC 1.5 $4.26 @$5.00
July 31, 2023 AC 1.2 $5.24 @$5.00
May 3, 2023 AC 1.1 $4.42 @$5.00
Feb. 15, 2023 AC 1.1 $6.03 @$5.00

 
 
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