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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Paramount Group (PGRE) - NYSE Next Earnings Date: OS Estimate: Feb. 12, 2025 AC
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 2.1
Avg Daily Volume: 941,981    Market Cap: 975.97M
Sector: N/A    Short Interest: 4.91
Live Interactive Chart
Days to Next Earnings: 82 Days

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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
Oct. 30, 2024 AC 2.0 $5.05 @$5.00 $0.45
($5.05)
9.0% -7.12% I -3.96% I $4.85 $0.17
( $4.85 )
-62.22%
July 31, 2024 AC 2.0 $5.24 @$5.00 $0.35
($5.24)
7.0% -4.38% I -3.43% I $5.06 $0.23
( $5.06 )
-34.29%
May 1, 2024 AC 1.9 $4.62 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 14, 2024 AC 1.8 $4.50 @$5.00
Nov. 1, 2023 AC 1.5 $4.26 @$5.00
July 31, 2023 AC 1.2 $5.24 @$5.00
May 3, 2023 AC 1.1 $4.42 @$5.00
Feb. 15, 2023 AC 1.1 $6.03 @$5.00
Oct. 26, 2022 AC 1.0 $6.65 @$7.50
July 26, 2022 AC 1.0 $7.45 @$7.50

 
 
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