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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Perrigo Company plc (PRGO) - NYSE Next Earnings Date: OS Estimate: May 6, 2026 BO
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 4.9
Avg Daily Volume: 3,764,933    Market Cap: 1.3B
Sector: Healthcare    Short Interest: 12.47
Live Interactive Chart
Days to Next Earnings: 43 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 75
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. 26, 2026 BO 4.6 $14.41 @$15.00 $2.15
($14.41)
14.33% -12.83% I -1.52% I $14.19 $1.87
( $14.19 )
-13.02%
Nov. 5, 2025 BO 4.1 $20.19 @$20.00 $2.73
($20.19)
13.65% -25.45% O -25.21% O $15.10 $4.47
( $15.10 )
63.74%
Aug. 6, 2025 BO 3.5 $26.62 @$27.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 7, 2025 BO 3.6 $24.68 @$25.00
Feb. 27, 2025 AC 3.1 $24.13 @$25.00
Nov. 6, 2024 BO 3.2 $25.35 @$25.00
Aug. 2, 2024 BO 3.3 $28.18 @$27.50
May 7, 2024 BO 3.2 $33.43 @$32.50
Feb. 27, 2024 BO 3.1 $32.17 @$32.50
Nov. 7, 2023 BO 3.3 $28.47 @$27.50

 
 
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