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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Pure Storage (PSTG) - NYSE Next Earnings Date: Estimated on May 29, 2024
OS Projected Window: May 20, 2024 to May 25, 2024
EVR: 5.6
Avg Daily Volume: 3,029,052    Market Cap: 15.79B
Sector: None    Short Interest: 4.06
Live Interactive Chart
Days to Next Earnings: 33 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 35
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. 28, 2024 AC 5.0 $42.12 @$42.00 $5.97
($42.12)
14.21% 25.26% O 25.0% O $52.65 $11.45
( $52.65 )
91.79%
Nov. 29, 2023 AC 4.6 $37.93 @$38.00 $3.75
($37.93)
9.87% -18.27% O -12.18% O $33.31 $4.83
( $33.31 )
28.8%
Aug. 30, 2023 AC 4.9 $36.48 @$36.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 31, 2023 AC 4.5 $28.79 @$29.00
March 1, 2023 AC 4.2 $28.79 @$29.00
Nov. 30, 2022 AC 4.7 $29.19 @$29.00
Aug. 31, 2022 AC 4.8 $28.97 @$29.00
June 1, 2022 AC 4.5 $24.01 @$24.00
March 2, 2022 AC 4.0 $26.50 @$26.00
Nov. 23, 2021 AC 3.8 $27.28 @$27.00

 
 
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