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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Pitney Bowes Inc. (PBI) - NYSE Next Earnings Date: OS Estimate: Jan. 28, 2025 AC
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 6.1
Avg Daily Volume: 1,844,032    Market Cap: 750.25M
Sector: Consumer Goods    Short Interest: 6.85
Live Interactive Chart
Days to Next Earnings: 67 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 56
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. 7, 2024 AC 6.2 $8.05 @$8.00 $1.50
($8.05)
18.75% 9.31% I -5.83% I $7.58 $0.68
( $7.58 )
-54.67%
Aug. 8, 2024 AC 5.5 $5.68 @$5.50 $0.80
($5.68)
14.55% 35.56% O 10.73% I $6.29 $0.82
( $6.29 )
2.5%
May 2, 2024 BO 5.0 $4.21 @$4.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 1, 2024 BO 4.9 $4.11 @$4.00
Nov. 2, 2023 BO 4.6 $3.17 @$3.00
Aug. 3, 2023 BO 4.9 $3.80 @$4.00
May 4, 2023 BO 4.7 $3.28 @$3.00
Jan. 31, 2023 BO 4.9 $4.33 @$4.00
Nov. 1, 2022 BO 5.4 $3.11 @$3.00
July 28, 2022 BO 5.5 $4.14 @$4.00

 
 
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