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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Penumbra (PEN) - NYSE Next Earnings Date: N/A
EVR: 2.9
Avg Daily Volume: 384,637    Market Cap: 8.60B
Sector: None    Short Interest: 7.24
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 32
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
May 7, 2024 AC 3.0 $210.00 @$210.00 $19.05
($210.00)
9.07% -4.98% I -3.29% I $203.09 $11.55
( $203.09 )
-39.37%
Feb. 22, 2024 AC 2.8 $262.68 @$260.00 $28.00
($262.68)
10.77% -10.72% I -9.25% I $238.37 $30.43
( $238.37 )
8.68%
Nov. 2, 2023 AC 3.2 $198.26 @$200.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 1, 2023 AC 3.0 $298.33 @$300.00
May 2, 2023 AC 2.9 $281.33 @$280.00
Feb. 23, 2023 BO 3.2 $261.35 @$260.00
Aug. 4, 2022 AC 3.0 $143.14 @$145.00
May 3, 2022 AC 3.0 $174.15 @$175.00
Feb. 22, 2022 AC 3.3 $216.59 @$220.00
Nov. 3, 2021 AC 3.5 $277.34 @$280.00

 
 
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