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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Peloton Interactive (PTON) - NASDAQ Next Earnings Date: OS Estimate: Feb. 5, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 8.9
Avg Daily Volume: 22,742,942    Market Cap: 1.54B
Sector: None    Short Interest: 14.51
Live Interactive Chart
Days to Next Earnings: 69 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. 31, 2024 BO 8.7 $6.65 @$6.50 $1.69
($6.65)
26.0% 34.13% O 27.81% O $8.50 $2.18
( $8.50 )
28.99%
Aug. 22, 2024 BO 7.7 $3.36 @$3.50 $1.09
($3.36)
31.14% 41.36% O 35.41% O $4.55 $1.23
( $4.55 )
12.84%
May 2, 2024 BO 7.9 $3.22 @$3.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 1, 2024 BO 7.7 $5.56 @$5.50
Nov. 2, 2023 BO 7.4 $4.81 @$5.00
Aug. 23, 2023 BO 6.8 $6.99 @$7.00
May 4, 2023 BO 7.1 $8.83 @$9.00
Feb. 1, 2023 BO 6.7 $12.93 @$13.00
Nov. 3, 2022 BO 6.4 $8.63 @$8.50
Aug. 25, 2022 BO 6.2 $13.48 @$13.50

 
 
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