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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Peloton Interactive (PTON) - NASDAQ Next Earnings Date: OS Estimate: May 7, 2026 BO
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 8.1
Avg Daily Volume: 13,189,095    Market Cap: 2.3B
Sector: None    Short Interest: 15.46
Live Interactive Chart
Days to Next Earnings: 90 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 26
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. 5, 2026 BO 8.0 $5.91 @$6.00 $1.01
($5.91)
16.83% -30.79% O -25.71% O $4.39 $1.78
( $4.39 )
76.24%
Nov. 6, 2025 AC 8.6 $6.71 @$6.50 $1.00
($6.71)
15.38% 15.2% I 14.15% I $7.66 $1.34
( $7.66 )
34.0%
Aug. 7, 2025 BO 8.8 $7.07 @$7.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 8, 2025 BO 9.1 $6.98 @$7.00
Feb. 6, 2025 BO 8.9 $7.58 @$7.50
Oct. 31, 2024 BO 8.7 $6.65 @$6.50
Aug. 22, 2024 BO 7.7 $3.36 @$3.50
May 2, 2024 BO 7.9 $3.22 @$3.00
Feb. 1, 2024 BO 7.7 $5.56 @$5.50
Nov. 2, 2023 BO 7.4 $4.81 @$5.00

 
 
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