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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Perion Network Ltd (PERI) - NASDAQ Next Earnings Date: OS Estimate: May 7, 2025 BO
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 3.8
Avg Daily Volume: 495,831    Market Cap: 367.1M
Sector: None    Short Interest: 1.41
Live Interactive Chart
Days to Next Earnings: 36 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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
Feb. 19, 2025 BO 3.5 $9.75 @$10.00 $1.40
($9.75)
14.0% -15.17% O -12.3% I $8.55 $1.32
( $8.55 )
-5.71%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 8, 2024 BO 3.8 $12.71 @$12.50
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
Nov. 9, 2022 BO 4.6 $22.23 @$22.50

 
 
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