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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Pegasystems Inc. (PEGA) - NASDAQ Next Earnings Date: OS Estimate: Feb. 12, 2025 AC
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 5.2
Avg Daily Volume: 550,549    Market Cap: 5.07B
Sector: Technology    Short Interest: 1.57
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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
Oct. 23, 2024 AC 5.1 $69.73 @$70.00 $9.15
($69.73)
13.07% 14.9% O 14.67% O $79.96 $10.90
( $79.96 )
19.13%
July 24, 2024 AC 4.7 $61.10 @$60.00 $8.05
($61.10)
13.42% 16.64% O 12.81% I $68.93 $11.75
( $68.93 )
45.96%
April 24, 2024 AC 4.9 $58.88 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 14, 2024 AC 3.7 $50.71 @$50.00
Oct. 25, 2023 AC 3.8 $38.11 @$40.00
July 26, 2023 AC 3.7 $55.13 @$55.00
April 26, 2023 AC 3.8 $43.68 @$45.00
Feb. 15, 2023 AC 3.3 $42.75 @$45.00
Oct. 26, 2022 AC 3.2 $33.24 @$35.00
July 27, 2022 AC 2.5 $47.55 @$50.00

 
 
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