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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bausch + Lomb Corporation (BLCO) - NYSE Next Earnings Date: OS Estimate: Oct. 28, 2026 BO
OS Projected Window: Oct. 26, 2026 to Oct. 31, 2026
EVR: 2.5
Avg Daily Volume: 413,442    Market Cap: 6.1B
Sector: Healthcare    Short Interest: 0.85
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 18
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 BO 2.7 $16.61 @$17.00 $1.95
($16.61)
11.47% -5.83% I -2.46% I $16.20 $1.82
( $16.20 )
-6.67%
April 29, 2026 BO 2.8 $15.72 @$16.00 $2.25
($15.72)
14.06% 4.26% I -2.41% I $15.34 $2.95
( $15.34 )
31.11%
Feb. 18, 2026 BO 2.6 $17.73 @$18.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 29, 2025 BO 2.6 $15.20 @$15.00
July 30, 2025 BO 2.6 $14.65 @$15.00
April 30, 2025 BO 1.9 $13.72 @$12.50
Feb. 19, 2025 BO 2.0 $16.35 @$17.50
Oct. 30, 2024 BO 2.2 $20.76 @$20.00
July 31, 2024 BO 2.2 $16.87 @$17.50
May 1, 2024 BO 2.2 $14.54 @$15.00

 
 
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