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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PROS Holdings (PRO) - NYSE Next Earnings Date: OS Estimate: Feb. 5, 2025 AC
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 4.0
Avg Daily Volume: 541,044    Market Cap: 1.56B
Sector: Technology    Short Interest: 11.64
Live Interactive Chart
Days to Next Earnings: 75 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
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. 29, 2024 AC 3.6 $19.38 @$20.00 $2.35
($19.38)
11.75% 18.67% O 7.58% I $20.85 $2.58
( $20.85 )
9.79%
May 7, 2024 AC 3.5 $32.97 @$35.00 $3.77
($32.97)
10.77% -7.76% I -7.3% I $30.56 $5.10
( $30.56 )
35.28%
Feb. 8, 2024 AC 3.8 $36.01 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 31, 2023 AC 3.9 $31.15 @$30.00
July 25, 2023 AC 3.9 $33.63 @$35.00
May 2, 2023 AC 4.0 $26.73 @$25.00
Feb. 9, 2023 AC 4.4 $28.33 @$30.00
July 28, 2022 AC 4.2 $23.86 @$25.00
May 3, 2022 AC 4.3 $28.64 @$30.00
Feb. 10, 2022 AC 4.6 $33.64 @$35.00

 
 
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