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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bausch Health Companies Inc. (BHC) - NYSE Next Earnings Date: May 2, 2024 BO
EVR: 4.6
Avg Daily Volume: 3,380,434    Market Cap: 3.86B
Sector: None    Short Interest: 7.08
Live Interactive Chart
Days to Next Earnings: 7 Days
Implied Move Weekly: 10.21%       Expires on: May 3, 2024
Implied Move Monthly: 12.06%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 22
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
May 2, 2024 BO None $0.00 @$8.50 $1.04
($8.62)
12.06% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 22, 2024 BO 4.5 $8.67 @$8.50 $1.02
($8.67)
12.0% 9.34% I 7.26% I $9.30 $0.93
( $9.30 )
-8.82%
Nov. 2, 2023 BO 4.7 $7.08 @$7.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 3, 2022 BO 4.5 $6.53 @$6.50
Aug. 9, 2022 BO 4.4 $5.84 @$6.00
May 10, 2022 BO 3.1 $12.90 @$13.00
Feb. 23, 2022 BO 3.2 $23.61 @$23.50

 
 
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