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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PepsiCo (PEP) - NASDAQ Next Earnings Date: OS Estimate: Feb. 12, 2025 BO
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 1.0
Avg Daily Volume: 5,297,060    Market Cap: 232.43B
Sector: Consumer Goods    Short Interest: 1.26
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 66
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. 8, 2024 BO 1.0 $167.21 @$167.50 $6.42
($167.21)
3.83% 2.05% I 1.91% I $170.42 $5.01
( $170.42 )
-21.96%
July 11, 2024 BO 1.0 $163.59 @$162.50 $6.43
($163.59)
3.96% -3.39% I 0.22% I $163.95 $3.70
( $163.95 )
-42.46%
April 23, 2024 BO 0.9 $176.46 @$177.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 12, 2022 BO 0.7 $162.59 @$162.50
July 12, 2022 BO 0.7 $170.47 @$170.00

 
 
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