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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Philip Morris International Inc (PM) - NYSE Next Earnings Date: OS Estimate: Feb. 4, 2026 BO
OS Projected Window: Feb. 2, 2026 to Feb. 7, 2026
EVR: 2.4
Avg Daily Volume: 7,447,706    Market Cap: 245.3B
Sector: Consumer Goods    Short Interest: 0.78
Live Interactive Chart
Days to Next Earnings: 92 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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
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 $12.80
($180.48)
7.11% -9.82% O -8.42% O $165.27 $15.72
( $165.27 )
22.81%
April 23, 2025 BO 1.8 $164.11 @$165.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 20, 2023 BO 1.2 $98.77 @$100.00

 
 
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