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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Pure Cycle Corporation (PCYO) - NASDAQ Next Earnings Date: Estimated on Jan. 10, 2025
OS Projected Window: Nov. 18, 2024 to Nov. 23, 2024
EVR: 2.0
Avg Daily Volume: 40,377    Market Cap: 231.17M
Sector: Utilities    Short Interest: 1.27
Live Interactive Chart
Days to Next Earnings: 49 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 22
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. 13, 2024 AC 1.7 $11.68 @$12.50 $1.32
($11.68)
10.56% 14.72% O 11.64% O $13.04 $3.30
( $13.04 )
150.0%
April 10, 2024 AC 1.8 $9.51 @$10.00 $0.82
($9.51)
8.2% 3.47% I 1.78% I $9.68 $0.93
( $9.68 )
13.41%
Jan. 12, 2024 AC 2.0 $9.99 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 15, 2023 AC 2.2 $10.23 @$10.00
July 12, 2023 AC 2.1 $11.10 @$10.00
April 12, 2023 AC 2.1 $9.26 @$10.00
Jan. 9, 2023 AC 1.8 $10.45 @$10.00
Nov. 14, 2022 AC 1.4 $8.47 @$7.50
July 11, 2022 AC 1.4 $10.36 @$10.00
April 11, 2022 AC 1.4 $11.61 @$12.50

 
 
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