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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PepsiCo (PEP) - NASDAQ Next Earnings Date: April 24, 2025 BO
EVR: 1.1
Avg Daily Volume: 7,540,356    Market Cap: 211.8B
Sector: Consumer Goods    Short Interest: 1.32
Live Interactive Chart
Days to Next Earnings: 23 Days
Implied Move Weekly: 4.98%       Expires on: April 25, 2025
Implied Move Monthly: 6.39%       Expires on: May 16, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 68
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
April 24, 2025 BO None $0.00 @$150.00 $9.57
($149.67)
6.39% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 4, 2025 BO 1.0 $150.27 @$150.00 $6.42
($150.27)
4.28% -4.83% O -4.51% O $143.49 $7.08
( $143.49 )
10.28%
Oct. 8, 2024 BO 1.0 $167.21 @$167.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 11, 2024 BO 1.0 $163.59 @$162.50
April 23, 2024 BO 0.9 $176.46 @$177.50
Feb. 9, 2024 BO 0.9 $173.85 @$175.00
Oct. 10, 2023 BO 0.9 $161.36 @$162.50
July 13, 2023 BO 0.8 $183.17 @$182.50
April 25, 2023 BO 0.8 $185.50 @$185.00
Feb. 9, 2023 BO 0.8 $171.16 @$170.00

 
 
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