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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Perimeter Solutions (PRM) - NYSE Next Earnings Date: OS Estimate: July 30, 2024 BO
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 4.1
Avg Daily Volume: 640,271    Market Cap: 771.56M
Sector: None    Short Interest: 2.27
Live Interactive Chart
Days to Next Earnings: 78 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 8
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 9, 2024 BO 4.4 $7.67 @$7.50 $0.38
($7.67)
5.07% -4.43% I -3.25% I $7.42 $0.20
( $7.42 )
-47.37%
Feb. 22, 2024 BO 4.8 $5.65 @$5.00 $0.93
($5.65)
18.6% 9.02% I 6.01% I $5.99 $1.07
( $5.99 )
15.05%
Nov. 9, 2023 BO 4.8 $3.05 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2023 BO 4.9 $5.41 @$5.00
May 10, 2023 BO 5.0 $7.42 @$7.50
Feb. 28, 2023 BO 7.1 $8.48 @$7.50
Nov. 4, 2022 BO 0.5 $7.16 @$7.50
Aug. 5, 2022 BO 0.0 $10.91 @$10.00

 
 
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