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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Progyny (PGNY) - NASDAQ Next Earnings Date: Estimated on May 12, 2025
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 6.4
Avg Daily Volume: 1,940,581    Market Cap: 1.8B
Sector: None    Short Interest: 13.68
Live Interactive Chart
Days to Next Earnings: 41 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 21
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. 27, 2025 AC 6.1 $22.88 @$22.50 $3.72
($22.88)
16.53% 16.95% O -1.52% I $22.53 $2.05
( $22.53 )
-44.89%
Nov. 12, 2024 AC 6.1 $17.18 @$17.50 $3.02
($17.18)
17.26% -19.84% O -19.09% O $13.90 $3.77
( $13.90 )
24.83%
Aug. 6, 2024 AC 5.6 $25.74 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 9, 2024 AC 5.1 $32.50 @$30.00
Feb. 27, 2024 AC 4.9 $40.79 @$40.00
Nov. 7, 2023 AC 5.5 $32.00 @$30.00
Aug. 3, 2023 AC 5.3 $40.43 @$40.00
May 8, 2023 AC 5.8 $34.85 @$35.00
Feb. 27, 2023 AC 5.4 $31.09 @$30.00
Nov. 3, 2022 AC 5.4 $38.92 @$40.00

 
 
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