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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bausch + Lomb Corporation (BLCO) - NYSE Next Earnings Date: OS Estimate: July 30, 2025 BO
OS Projected Window: July 28, 2025 to Aug. 2, 2025
EVR: 2.6
Avg Daily Volume: 844,118    Market Cap: 4.0B
Sector: None    Short Interest: 0.53
Live Interactive Chart
Days to Next Earnings: 51 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 13
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 BO 1.9 $13.72 @$12.50 $2.58
($13.72)
20.64% -23.83% O -15.74% I $11.56 $0.30
( $11.56 )
-88.37%
Feb. 19, 2025 BO 2.0 $16.35 @$17.50 $1.88
($16.35)
10.74% -4.46% I -0.3% I $16.30 $3.18
( $16.30 )
69.15%
Oct. 30, 2024 BO 2.2 $20.76 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 31, 2024 BO 2.2 $16.87 @$17.50
May 1, 2024 BO 2.2 $14.54 @$15.00
Feb. 21, 2024 BO 1.8 $14.59 @$15.00
Nov. 1, 2023 BO 1.8 $16.14 @$15.00
Aug. 2, 2023 BO 1.9 $19.35 @$20.00
May 3, 2023 BO 2.0 $17.48 @$17.50
Feb. 22, 2023 BO 2.2 $18.53 @$17.50

 
 
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