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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Perrigo Company plc (PRGO) - NYSE Next Earnings Date: OS Estimate: Feb. 26, 2025 BO
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 3.1
Avg Daily Volume: 1,709,376    Market Cap: 4.35B
Sector: Healthcare    Short Interest: 3.11
Live Interactive Chart
Days to Next Earnings: 96 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
Nov. 6, 2024 BO 3.2 $25.35 @$25.00 $2.95
($25.35)
11.8% 8.04% I 7.73% I $27.31 $2.93
( $27.31 )
-0.68%
Aug. 2, 2024 BO 3.3 $28.18 @$27.50 $3.35
($28.18)
12.18% -5.25% I -2.12% I $27.58 $1.95
( $27.58 )
-41.79%
May 7, 2024 BO 3.2 $33.43 @$32.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 27, 2024 BO 3.1 $32.17 @$32.50
Nov. 7, 2023 BO 3.3 $28.47 @$27.50
Aug. 8, 2023 BO 3.2 $36.80 @$37.50
May 9, 2023 BO 3.4 $36.00 @$35.00
Feb. 27, 2023 AC 3.8 $36.34 @$37.50
Nov. 8, 2022 BO 3.5 $39.28 @$40.00
Aug. 9, 2022 BO 3.5 $42.58 @$42.50

 
 
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