Optionslam.com

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

 
Perrigo Company plc (PRGO) - NYSE Next Earnings Date: Estimated on May 7, 2024
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 3.2
Avg Daily Volume: 2,752,367    Market Cap: 4.10B
Sector: Healthcare    Short Interest: 4.44
Live Interactive Chart
Days to Next Earnings: 40 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
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. 27, 2024 BO 3.1 $32.17 @$32.50 $3.08
($32.17)
9.48% -16.47% O -15.13% O $27.30 $5.45
( $27.30 )
76.95%
Nov. 7, 2023 BO 3.3 $28.47 @$27.50 $3.35
($28.47)
12.18% 6.14% I 4.03% I $29.62 $2.45
( $29.62 )
-26.87%
Aug. 8, 2023 BO 3.2 $36.80 @$37.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 9, 2023 BO 3.4 $36.00 @$35.00
Feb. 27, 2023 AC 3.8 $36.34 @$37.50
Nov. 8, 2022 BO 3.5 $39.28 @$40.00
Aug. 9, 2022 BO 3.5 $42.58 @$42.50
May 11, 2022 BO 3.6 $32.32 @$32.50
March 1, 2022 BO 3.6 $35.52 @$35.00
Nov. 10, 2021 BO 3.5 $47.43 @$47.50

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