Optionslam.com

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

 
Perrigo Company plc (PRGO) - NYSE Next Earnings Date: OS Estimate: Nov. 3, 2026 BO
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 5.4
Avg Daily Volume: 3,210,577    Market Cap: 1.8B
Sector: Healthcare    Short Interest: 16.53
Live Interactive Chart
Days to Next Earnings: 85 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 77
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
Aug. 5, 2026 BO 4.7 $10.78 @$10.00 $1.32
($10.78)
13.2% 26.71% O 23.09% O $13.27 $3.50
( $13.27 )
165.15%
May 6, 2026 BO 4.9 $11.64 @$12.50 $1.73
($11.64)
13.84% 8.07% I 5.32% I $12.26 $0.80
( $12.26 )
-53.76%
Feb. 26, 2026 BO 4.6 $14.41 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 5, 2025 BO 4.1 $20.19 @$20.00
Aug. 6, 2025 BO 3.5 $26.62 @$27.50
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

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