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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Paychex (PAYX) - NASDAQ Next Earnings Date: OS Estimate: June 25, 2025 BO
OS Projected Window: June 23, 2025 to June 28, 2025
EVR: 1.8
Avg Daily Volume: 2,290,577    Market Cap: 55.3B
Sector: Services    Short Interest: 3.76
Live Interactive Chart
Days to Next Earnings: 90 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 70
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
March 26, 2025 BO None $144.13 @$145.00 $7.60
($144.13)
5.24% 6.23% O 4.2% I $150.19 $7.85
( $150.19 )
3.29%
Dec. 19, 2024 BO 1.8 $135.86 @$135.00 $10.70
($135.86)
7.93% 5.01% I 1.43% I $137.81 $6.75
( $137.81 )
-36.92%
Oct. 1, 2024 BO 1.8 $134.19 @$135.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 26, 2024 BO 1.7 $125.03 @$125.00
March 27, 2024 BO 1.9 $119.58 @$120.00
Dec. 21, 2023 BO 1.8 $127.86 @$130.00
Sept. 27, 2023 BO 1.8 $112.72 @$115.00
June 29, 2023 BO 1.9 $110.71 @$110.00
March 29, 2023 BO 1.9 $108.98 @$110.00
Dec. 22, 2022 BO 1.8 $114.77 @$115.00

 
 
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