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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bausch Health Companies Inc. (BHC) - NYSE Next Earnings Date: Estimated on July 31, 2025
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 3.8
Avg Daily Volume: 2,086,802    Market Cap: 1.6B
Sector: None    Short Interest: 2.72
Live Interactive Chart
Days to Next Earnings: 52 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 28
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
April 30, 2025 AC 4.5 $5.30 @$5.50 $0.82
($5.30)
14.91% -5.66% I 0.0% I $5.30 $0.70
( $5.30 )
-14.63%
Feb. 19, 2025 AC 4.1 $6.51 @$7.00 $1.08
($6.51)
15.43% 15.05% I 10.29% I $7.18 $0.82
( $7.18 )
-24.07%
Oct. 30, 2024 AC 3.9 $8.17 @$8.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 1, 2024 BO 4.5 $6.03 @$6.00
May 2, 2024 BO 4.6 $8.75 @$8.50
Feb. 22, 2024 BO 4.5 $8.67 @$8.50
Nov. 2, 2023 BO 4.7 $7.08 @$7.00
Aug. 3, 2023 BO 5.4 $9.33 @$9.50
May 4, 2023 BO 4.8 $7.40 @$7.50
Feb. 23, 2023 BO 4.4 $8.64 @$8.50

 
 
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