Optionslam.com

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

 
Parsons Corporation (PSN) - NYSE Next Earnings Date: OS Estimate: Nov. 4, 2026 BO
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 4.5
Avg Daily Volume: 1,658,304    Market Cap: 5.1B
Sector: Technology    Short Interest: 5.35
Live Interactive Chart
Days to Next Earnings: 86 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 30
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
July 29, 2026 BO 3.1 $62.03 @$60.00 $7.40
($62.03)
12.33% -41.54% O -34.99% O $40.32 $20.90
( $40.32 )
182.43%
April 29, 2026 BO 3.4 $51.84 @$50.00 $6.33
($51.84)
12.66% 4.99% I -2.97% I $50.30 $4.72
( $50.30 )
-25.43%
Feb. 11, 2026 BO 3.0 $70.21 @$70.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 5, 2025 BO 3.2 $79.56 @$80.00
Aug. 6, 2025 BO 3.2 $77.00 @$75.00
April 30, 2025 BO 3.3 $68.66 @$70.00
Feb. 19, 2025 BO 2.9 $73.50 @$75.00
Oct. 30, 2024 BO 3.0 $105.03 @$105.00
July 31, 2024 BO 2.6 $77.18 @$75.00
May 1, 2024 BO 2.6 $78.51 @$80.00

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