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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Perimeter Solutions (PRM) - NYSE Next Earnings Date: OS Estimate: Aug. 5, 2026 BO
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 5.1
Avg Daily Volume: 1,280,046    Market Cap: 5.0B
Sector: None    Short Interest: 2.0
Live Interactive Chart
Days to Next Earnings: 85 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 16
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 6, 2026 BO 4.9 $30.18 @$30.00 $3.90
($30.18)
13.0% -15.77% O -9.17% I $27.41 $3.52
( $27.41 )
-9.74%
Feb. 26, 2026 BO 4.8 $26.37 @$25.00 $3.42
($26.37)
13.68% -14.41% O -10.88% I $23.50 $2.77
( $23.50 )
-19.01%
Oct. 30, 2025 BO 4.4 $21.34 @$22.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 7, 2025 BO 4.4 $15.82 @$15.00
May 8, 2025 BO 4.1 $10.25 @$10.00
Feb. 20, 2025 BO 4.5 $11.76 @$12.50
Nov. 12, 2024 BO 4.3 $14.08 @$15.00
Aug. 1, 2024 BO 4.1 $9.69 @$10.00
May 9, 2024 BO 4.4 $7.67 @$7.50
Feb. 22, 2024 BO 4.8 $5.65 @$5.00

 
 
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