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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Parsons Corporation (PSN) - NYSE Next Earnings Date: OS Estimate: July 30, 2025 BO
OS Projected Window: July 28, 2025 to Aug. 2, 2025
EVR: 3.2
Avg Daily Volume: 1,711,276    Market Cap: 6.8B
Sector: None    Short Interest: 4.24
Live Interactive Chart
Days to Next Earnings: 57 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 25
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
April 30, 2025 BO 3.3 $68.66 @$70.00 $7.70
($68.66)
11.0% -5.46% I -2.62% I $66.86 $4.80
( $66.86 )
-37.66%
Feb. 19, 2025 BO 2.9 $73.50 @$75.00 $7.80
($73.50)
10.4% -16.05% O -11.45% O $65.08 $10.30
( $65.08 )
32.05%
Oct. 30, 2024 BO 3.0 $105.03 @$105.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 31, 2024 BO 2.6 $77.18 @$75.00
May 1, 2024 BO 2.6 $78.51 @$80.00
Feb. 14, 2024 BO 2.5 $67.45 @$65.00
Nov. 1, 2023 BO 2.5 $56.55 @$55.00
Aug. 2, 2023 BO 2.3 $49.51 @$50.00
May 3, 2023 BO 2.3 $42.76 @$45.00
Feb. 15, 2023 BO 2.4 $45.62 @$45.00

 
 
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