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Implied Movement: Weekly Straddle Tracking History   
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PepsiCo (PEP) - NASDAQ Next Earnings Date: OS Estimate: Oct. 3, 2024 BO
OS Projected Window: Sept. 30, 2024 to Oct. 5, 2024
EVR: 1.0
Avg Daily Volume: 5,559,220    Market Cap: 232.43B
Sector: Consumer Goods    Short Interest: 1.26
Live Interactive Chart
Days to Next Earnings: 76 Days

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Tracking Statistics Available: 40
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 Open High Low Close Max Move I/O Closing Move I/O Price Straddle @Trade Price Return
July 11, 2024 BO 1.0 $163.59 @$162.50 $5.69
($163.59)
4.23% 4.23% 2.62% 3.5% -3.39% I 0.22% I $163.95 $2.18
($163.95)
-61.69%
April 23, 2024 BO 0.9 $176.46 @$177.50 $4.67
($176.46)
3.91% 3.91% 2.63% 2.63% -3.58% O -2.96% O $171.22 $6.05
($171.22)
29.55%
Feb. 9, 2024 BO 0.9 $173.85 @$175.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 10, 2023 BO 0.9 $161.36 @$162.50
July 13, 2023 BO 0.8 $183.17 @$182.50
April 25, 2023 BO 0.8 $185.50 @$185.00
Feb. 9, 2023 BO 0.8 $171.16 @$170.00
Oct. 12, 2022 BO 0.7 $162.59 @$162.50
July 12, 2022 BO 0.7 $170.47 @$170.00
April 26, 2022 BO 0.8 $173.74 @$172.50


 
 
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