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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Philip Morris International Inc (PM) - NYSE Next Earnings Date: Estimated on Feb. 5, 2026
OS Projected Window: Feb. 2, 2026 to Feb. 7, 2026
EVR: 2.4
Avg Daily Volume: 5,953,468    Market Cap: 238.8B
Sector: Consumer Goods    Short Interest: 0.93
Live Interactive Chart
Days to Next Earnings: 28 Days
Implied Move Weekly: 7.28%       Expires on: Feb. 6, 2026
Implied Move Monthly: 8.44%       Expires on: Feb. 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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. 5, 2026 BO None $0.00 @$155.00 $13.10
($155.15)
8.44% -None% -None% $0.00 $0.00
( N/A )
None%
Oct. 21, 2025 BO 2.1 $158.06 @$157.50 $13.80
($158.06)
8.76% -9.95% O -3.83% I $152.00 $10.50
( $152.00 )
-23.91%
July 22, 2025 BO 1.9 $180.48 @$180.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 23, 2025 BO 1.8 $164.11 @$165.00
Feb. 6, 2025 BO 1.5 $130.98 @$131.00
Oct. 22, 2024 BO 1.1 $118.96 @$119.00
July 23, 2024 BO 1.2 $107.22 @$107.00
April 23, 2024 BO 1.1 $94.06 @$94.00
Feb. 8, 2024 BO 1.1 $91.44 @$91.00
Oct. 19, 2023 BO 1.2 $93.21 @$95.00

 
 
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