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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Parsons Corporation (PSN) - NYSE Next Earnings Date: Estimated on May 7, 2025
OS Projected Window: April 28, 2025 to May 3, 2025
EVR: 3.3
Avg Daily Volume: 1,667,401    Market Cap: 8.2B
Sector: None    Short Interest: 3.06
Live Interactive Chart
Days to Next Earnings: 36 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 24
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. 19, 2025 BO 2.9 $73.50 @$75.00 $7.80
($73.50)
10.4% -16.05% O -11.45% O $65.08 $10.30
( $65.08 )
32.05%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 1, 2024 BO 2.6 $78.51 @$80.00
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
Nov. 2, 2022 BO 2.6 $46.64 @$45.00

 
 
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