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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Petroleo Brasileiro S.A. (PBR) - NYSE Next Earnings Date: Estimated on May 12, 2025
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 2.0
Avg Daily Volume: 19,510,695    Market Cap: 83.6B
Sector: N/A    Short Interest: 0.58
Live Interactive Chart
Days to Next Earnings: 41 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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
Feb. 26, 2025 AC 1.7 $14.32 @$14.50 $0.47
($14.32)
3.24% -9.91% O -5.65% O $13.51 $0.98
( $13.51 )
108.51%
Nov. 7, 2024 AC 1.9 $13.48 @$13.50 $0.61
($13.48)
4.52% 1.78% I 1.48% I $13.68 $0.46
( $13.68 )
-24.59%
Aug. 8, 2024 AC 2.2 $14.18 @$14.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 13, 2024 AC 2.3 $17.04 @$17.00
March 7, 2024 AC 1.9 $16.70 @$16.50
Nov. 9, 2023 AC 2.2 $15.20 @$15.00
Aug. 3, 2023 AC 2.2 $14.03 @$14.00
May 11, 2023 AC 2.2 $11.31 @$11.50
March 1, 2023 AC 2.2 $11.09 @$11.00
Nov. 3, 2022 AC 2.4 $13.05 @$13.00

 
 
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