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Implied Movement: Weekly Straddle Tracking History   
Get Weekly Straddles For:

 
PepsiCo (PEP) - NASDAQ Next Earnings Date: July 12, 2022 BO
EVR: 0.7
Avg Daily Volume: 5,450,000    Market Cap: 222.21B
Sector: Consumer Goods    Short Interest: 0.72
Live Interactive Chart
Days to Next Earnings: 11 Days
Implied Move Weekly: 4.18%       Expires on: July 15, 2022
Implied Move Monthly: 7.11%       Expires on: Aug. 19, 2022

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Sample Chart


 
Tracking Statistics Available: 31
Earnings Date IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
Post Earnings: At Market Close
Pre-ER Close Position Straddle @Trade Price Open High Low Close Max Move I/O Closing Move I/O Price Straddle @Trade Price Return
April 26, 2022 BO $173.74 @$172.50 $4.92
($173.74)
4.48% 4.48% 2.77% 2.85% 0.92% I -0.25% I $173.30 $3.41
($173.30)
-30.69%
Feb. 10, 2022 BO $171.94 @$172.50 $3.96
($170.82)
3.88% 4.48% 2.24% 2.3% -2.69% O -2.07% I $168.37 $4.18
($167.27)
5.56%
Oct. 5, 2021 BO $150.20 @$150.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 13, 2021 BO $149.51 @$150.00
April 15, 2021 BO $142.11 @$142.00
Feb. 11, 2021 BO $137.70 @$138.00
Oct. 1, 2020 BO $138.60 @$139.00
July 13, 2020 BO $134.46 @$134.00
April 28, 2020 BO $134.46 @$134.00
Feb. 13, 2020 BO $146.08 @$146.00


 
 
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