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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Pagaya Technologies Ltd. (PGY) - NASDAQ Next Earnings Date: OS Estimate: Aug. 6, 2024 BO
OS Projected Window: Aug. 5, 2024 to Aug. 10, 2024
EVR: 5.9
Avg Daily Volume: 1,205,121    Market Cap: 1.16B
Sector: None    Short Interest: 1.03
Live Interactive Chart
Days to Next Earnings: 84 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 6
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 BO 5.3 $10.50 @$10.00 $1.55
($10.50)
15.5% 25.9% O 19.99% O $12.60 $2.65
( $12.60 )
70.97%
Feb. 21, 2024 BO 5.9 $1.30 @$1.50 $0.45
($1.30)
30.0% 9.23% I 6.15% I $1.38 $0.38
( $1.38 )
-15.56%
Nov. 2, 2023 BO 6.3 $1.29 @$1.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 10, 2023 AC 5.7 $2.31 @$2.50
May 16, 2023 BO 0.8 $0.93 @$1.00
Feb. 15, 2023 BO 0.0 $1.34 @$1.00

 
 
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