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: May 7, 2025 AC
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 3.6
Avg Daily Volume: 1,532,423    Market Cap: 3.8B
Sector: Healthcare    Short Interest: 3.94
Live Interactive Chart
Days to Next Earnings: 12 Days
Implied Move Monthly: 11.25%       Expires on: May 16, 2025

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 72
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, 2025 BO None $0.00 @$25.00 $2.80
($24.89)
11.25% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 27, 2025 AC 3.1 $24.13 @$25.00 $3.85
($24.13)
15.4% 22.37% O 20.18% O $29.00 $4.40
( $29.00 )
14.29%
Nov. 6, 2024 BO 3.2 $25.35 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 8, 2023 BO 3.2 $36.80 @$37.50
May 9, 2023 BO 3.4 $36.00 @$35.00
Feb. 27, 2023 AC 3.8 $36.34 @$37.50

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