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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Paychex (PAYX) - NASDAQ Next Earnings Date: OS Estimate: Jan. 29, 2025 BO
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 1.8
Avg Daily Volume: 1,967,071    Market Cap: 43.98B
Sector: Services    Short Interest: 3.36
Live Interactive Chart
Days to Next Earnings: 34 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 69
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
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 $7.40
($134.19)
5.48% 5.51% O 4.91% I $140.79 $7.38
( $140.79 )
-0.27%
June 26, 2024 BO 1.7 $125.03 @$125.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Sept. 28, 2022 BO 1.7 $113.32 @$115.00

 
 
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