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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Peloton Interactive (PTON) - NASDAQ Next Earnings Date: OS Estimate: Feb. 4, 2027 BO
OS Projected Window: Feb. 1, 2027 to Feb. 6, 2027
EVR: 7.1
Avg Daily Volume: 9,065,093    Market Cap: 2.2B
Sector: Consumer Cyclical    Short Interest: 13.88
Live Interactive Chart
Days to Next Earnings: 86 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 29
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
Nov. 5, 2026 BO 7.6 $5.46 @$5.50 $0.82
($5.46)
14.91% 9.52% I 3.66% I $5.66 $0.56
( $5.66 )
-31.71%
Aug. 6, 2026 BO 7.8 $6.52 @$6.50 $1.08
($6.52)
16.62% -16.56% I -15.64% I $5.50 $0.97
( $5.50 )
-10.19%
May 7, 2026 BO 8.1 $5.20 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 5, 2026 BO 8.0 $5.91 @$6.00
Nov. 6, 2025 AC 8.6 $6.71 @$6.50
Aug. 7, 2025 BO 8.8 $7.07 @$7.00
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

 
 
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