Optionslam.com

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

 
Progress Software Corporation (PRGS) - NASDAQ Next Earnings Date: Estimated on Jan. 14, 2021
OS Projected Window: Jan. 11, 2021 to Jan. 20, 2021
EVR: 4.0
Avg Daily Volume: 345,079    Market Cap: 1.65B
Sector: Technology    Short Interest: 2.25
Live Interactive Chart
Days to Next Earnings: 42 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
Earnings Date 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 Close Price Straddle @Trade Price Return
Sept. 29, 2020 AC $38.75 @$40.00 $4.30
($38.75)
10.75% -10.96% O $36.68 $3.65
( $36.68 )
-15.12%
June 25, 2020 AC $37.81 @$40.00 $6.07
($37.81)
15.18% 5.65% I $37.60 $3.55
( $37.60 )
-41.52%
March 27, 2020 BO $34.85 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 16, 2020 AC $47.54 @$50.00
Sept. 27, 2019 BO $41.93 @$40.00
June 27, 2019 AC $40.63 @$40.00
March 29, 2019 AC $44.37 @$45.00
Jan. 17, 2019 AC $36.16 @$35.00
Sept. 27, 2018 AC $42.55 @$45.00
June 27, 2018 AC $34.80 @$35.00

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