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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
AstraZeneca PLC (AZN) - NASDAQ Next Earnings Date: OS Estimate: Feb. 12, 2026 BO
OS Projected Window: Feb. 9, 2026 to Feb. 14, 2026
EVR: 1.5
Avg Daily Volume: 5,529,689    Market Cap: 276.3B
Sector: Healthcare    Short Interest: 0.31
Live Interactive Chart
Days to Next Earnings: 56 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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, 2025 BO 1.6 $81.15 @$80.00 $4.05
($81.15)
5.06% 4.76% I 3.22% I $83.77 $4.65
( $83.77 )
14.81%
July 29, 2025 BO 1.5 $71.83 @$72.00 $3.63
($71.83)
5.04% 4.41% I 2.99% I $73.98 $3.29
( $73.98 )
-9.37%
April 29, 2025 BO 1.6 $69.93 @$70.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 6, 2025 BO 1.6 $70.94 @$71.00
Nov. 12, 2024 BO 1.7 $64.79 @$65.00
July 25, 2024 BO 1.6 $79.71 @$80.00
April 25, 2024 BO 1.6 $71.20 @$71.00
Feb. 8, 2024 BO 1.5 $66.55 @$67.00
Nov. 9, 2023 BO 1.5 $63.53 @$64.00
July 28, 2023 BO 1.4 $68.14 @$68.00

 
 
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