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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Pearson (PSO) - NYSE Next Earnings Date: OS Estimate: July 8, 2026 AC
OS Projected Window: July 6, 2026 to July 11, 2026
EVR: 1.0
Avg Daily Volume: 1,262,244    Market Cap: 8.4B
Sector: Services    Short Interest: 0.44
Live Interactive Chart
Days to Next Earnings: 117 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 19
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
Feb. 27, 2026 AC 1.1 $12.90 @$12.50 $1.27
($12.90)
10.16% -1.86% I -0.62% I $12.82 $1.20
( $12.82 )
-5.51%
Aug. 1, 2025 AC 1.3 $14.97 @$15.00 $0.30
($14.97)
2.0% 0.86% I 0.0% $14.97 $0.30
( $14.97 )
0.0%
Feb. 28, 2025 AC 1.4 $17.26 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 1, 2024 AC 1.4 $12.77 @$12.50
July 31, 2023 AC 1.4 $11.03 @$10.00
March 3, 2023 AC 1.4 $10.57 @$10.00
Aug. 1, 2022 AC 1.5 $10.51 @$10.00
July 30, 2021 AC 1.3 $12.16 @$12.50
March 8, 2021 AC 1.4 $11.04 @$10.00
July 24, 2020 AC 1.2 $6.96 @$7.50

 
 
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