Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Perion Network Ltd (PERI) - NASDAQ Next Earnings Date: OS Estimate: Feb. 12, 2025 BO
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 3.5
Avg Daily Volume: 334,978    Market Cap: 1.09B
Sector: None    Short Interest: 4.79
Live Interactive Chart
Days to Next Earnings: 82 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 40
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
Nov. 6, 2024 BO 3.7 $8.45 @$7.50 $1.25
($8.45)
16.67% 15.38% I 7.1% I $9.05 $1.05
( $9.05 )
-16.0%
July 31, 2024 BO 3.6 $8.51 @$7.50 $1.73
($8.51)
23.07% -7.87% I 3.05% I $8.77 $1.38
( $8.77 )
-20.23%
May 8, 2024 BO 3.8 $12.71 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 7, 2024 BO 3.7 $29.47 @$30.00
Nov. 1, 2023 BO 3.7 $25.40 @$25.00
Aug. 2, 2023 BO 3.9 $35.48 @$35.00
May 3, 2023 BO 4.1 $35.00 @$35.00
Feb. 8, 2023 BO 4.4 $33.54 @$35.00
Aug. 3, 2022 BO 4.6 $19.47 @$20.00
April 28, 2022 BO 4.8 $22.63 @$22.50

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US