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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bausch Health Companies Inc. (BHC) - NYSE Next Earnings Date: OS Estimate: Nov. 4, 2026 AC
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 4.8
Avg Daily Volume: 4,360,921    Market Cap: 2.4B
Sector: Healthcare    Short Interest: 2.02
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 33
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
July 29, 2026 AC 3.9 $4.68 @$4.50 $0.50
($4.68)
11.11% 29.7% O 28.84% O $6.03 $1.38
( $6.03 )
176.0%
April 29, 2026 AC 4.1 $5.59 @$5.50 $0.65
($5.59)
11.82% 12.52% O 2.32% I $5.72 $0.55
( $5.72 )
-15.38%
Feb. 18, 2026 AC 4.2 $6.19 @$6.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 29, 2025 AC 3.8 $5.90 @$6.00
July 30, 2025 AC 3.8 $6.39 @$6.50
April 30, 2025 AC 4.5 $5.30 @$5.50
Feb. 19, 2025 AC 4.1 $6.51 @$7.00
Oct. 30, 2024 AC 3.9 $8.17 @$8.00
Aug. 1, 2024 BO 4.5 $6.03 @$6.00
May 2, 2024 BO 4.6 $8.75 @$8.50

 
 
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