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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Perimeter Group Inc. (PRM) - NYSE Next Earnings Date: OS Estimate: Feb. 24, 2027 BO
OS Projected Window: Feb. 22, 2027 to Feb. 27, 2027
EVR: 5.3
Avg Daily Volume: 1,342,589    Market Cap: 4.6B
Sector: Basic Materials    Short Interest: 4.24
Live Interactive Chart
Days to Next Earnings: 106 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 18
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
Nov. 5, 2026 BO 5.5 $28.10 @$30.00 $4.50
($28.10)
15.0% 8.46% I 0.14% I $28.14 $3.65
( $28.14 )
-18.89%
July 31, 2026 BO 5.1 $37.23 @$35.00 $4.78
($37.23)
13.66% -20.19% O -17.78% O $30.61 $4.78
( $30.61 )
0.0%
May 6, 2026 BO 4.9 $30.18 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 26, 2026 BO 4.8 $26.37 @$25.00
Oct. 30, 2025 BO 4.4 $21.34 @$22.50
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

 
 
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