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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bausch Health Companies Inc. (BHC) - NYSE Next Earnings Date: Oct. 29, 2025 AC
EVR: 3.8
Avg Daily Volume: 2,632,152    Market Cap: 2.2B
Sector: None    Short Interest: 2.08
Live Interactive Chart
Days to Next Earnings: 9 Days
Implied Move Weekly: 9.92%       Expires on: Oct. 31, 2025
Implied Move Monthly: 16.86%       Expires on: Nov. 21, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 30
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. 29, 2025 AC None $0.00 @$6.00 $1.02
($6.05)
16.86% -None% I -None% I $0.00 $0.00
( N/A )
None%
July 30, 2025 AC 3.8 $6.39 @$6.50 $0.90
($6.39)
13.85% -13.92% O -7.82% I $5.89 $0.83
( $5.89 )
-7.78%
April 30, 2025 AC 4.5 $5.30 @$5.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
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

 
 
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