Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Permian Resources Corporation (PR) - NYSE Next Earnings Date: OS Estimate: July 29, 2024 AC
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 2.3
Avg Daily Volume: 8,437,911    Market Cap: 9.56B
Sector: None    Short Interest: 8.99
Live Interactive Chart
Days to Next Earnings: 79 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 7
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 7, 2024 AC 2.7 $17.55 @$18.00 $1.43
($17.55)
7.94% -3.81% I -1.59% I $17.27 $0.90
( $17.27 )
-37.06%
Feb. 27, 2024 AC 3.0 $15.21 @$15.00 $1.10
($15.21)
7.33% 4.66% I 2.03% I $15.52 $0.97
( $15.52 )
-11.82%
Nov. 7, 2023 AC 3.4 $13.64 @$14.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 2, 2023 AC 4.1 $11.56 @$12.00
May 8, 2023 AC 4.9 $10.19 @$10.00
Feb. 22, 2023 AC 0.4 $9.16 @$9.00
Nov. 8, 2022 AC 0.0 $10.90 @$11.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US