Optionslam.com

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

 
Pearson (PSO) - NYSE Next Earnings Date: OS Estimate: July 4, 2024 AC
OS Projected Window: July 1, 2024 to July 6, 2024
EVR: 1.4
Avg Daily Volume: 392,492    Market Cap: 8.90B
Sector: Services    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 70 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 15
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
March 1, 2024 AC 1.4 $12.77 @$12.50 $0.50
($12.77)
4.0% 2.89% I 2.58% I $13.10 $0.75
( $13.10 )
50.0%
March 3, 2023 AC 1.4 $10.57 @$10.00 $0.70
($10.57)
7.0% -2.55% I -2.27% I $10.33 $0.40
( $10.33 )
-42.86%
Aug. 1, 2022 AC 1.4 $10.51 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 30, 2021 AC 1.3 $12.16 @$12.50
March 8, 2021 AC 1.3 $11.04 @$10.00
July 24, 2020 AC 1.1 $6.96 @$7.50
Feb. 21, 2020 BO 0.9 $7.55 @$7.50
July 26, 2019 BO 0.7 $10.83 @$10.00
Feb. 22, 2019 BO 0.7 $11.54 @$12.50
July 27, 2018 BO 0.5 $12.06 @$12.50

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