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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Parsons Corporation (PSN) - NYSE Next Earnings Date: OS Estimate: Feb. 19, 2025 BO
OS Projected Window: Feb. 17, 2025 to Feb. 22, 2025
EVR: 2.9
Avg Daily Volume: 951,721    Market Cap: 8.63B
Sector: None    Short Interest: 9.23
Live Interactive Chart
Days to Next Earnings: 89 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
Oct. 30, 2024 BO 3.0 $105.03 @$105.00 $7.12
($105.03)
6.78% 6.81% O 4.73% I $110.00 $6.62
( $110.00 )
-7.02%
July 31, 2024 BO 2.6 $77.18 @$75.00 $6.83
($77.18)
9.11% 18.47% O 18.38% O $91.37 $16.65
( $91.37 )
143.78%
May 1, 2024 BO 2.6 $78.51 @$80.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 14, 2024 BO 2.5 $67.45 @$65.00
Nov. 1, 2023 BO 2.5 $56.55 @$55.00
Aug. 2, 2023 BO 2.3 $49.51 @$50.00
May 3, 2023 BO 2.3 $42.76 @$45.00
Feb. 15, 2023 BO 2.4 $45.62 @$45.00
Aug. 3, 2022 BO 2.6 $42.56 @$45.00
May 4, 2022 BO 2.8 $36.71 @$35.00

 
 
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