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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PagerDuty (PD) - NYSE Next Earnings Date: OS Estimate: June 5, 2025 AC
OS Projected Window: June 2, 2025 to June 7, 2025
EVR: 4.4
Avg Daily Volume: 1,284,496    Market Cap: 1.6B
Sector: None    Short Interest: 10.18
Live Interactive Chart
Days to Next Earnings: 58 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 24
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 13, 2025 AC 4.2 $15.61 @$15.00 $2.20
($15.61)
14.67% 18.19% O 17.74% O $18.38 $3.40
( $18.38 )
54.55%
Nov. 26, 2024 AC 4.4 $20.91 @$20.00 $3.18
($20.91)
15.9% -6.02% I 0.47% I $21.01 $2.10
( $21.01 )
-33.96%
Sept. 3, 2024 AC 4.5 $18.29 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 30, 2024 AC 4.5 $17.95 @$17.50
March 14, 2024 AC 4.5 $22.93 @$22.50
Nov. 30, 2023 AC 5.0 $21.80 @$22.50
Aug. 31, 2023 AC 5.2 $25.76 @$25.00
June 1, 2023 AC 5.0 $27.75 @$30.00
March 15, 2023 AC 5.1 $27.84 @$30.00
Dec. 1, 2022 AC 5.5 $22.52 @$22.50

 
 
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