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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bausch + Lomb Corporation (BLCO) - NYSE Next Earnings Date: Estimate: July 31, 2024 BO
EVR: 2.2
Avg Daily Volume: 644,855    Market Cap: 5.06B
Sector: None    Short Interest: 3.71
Live Interactive Chart
Days to Next Earnings: 75 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 8
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
Feb. 21, 2024 BO 1.8 $14.59 @$15.00 $1.45
($14.59)
9.67% 13.98% O 13.77% O $16.60 $2.08
( $16.60 )
43.45%
Nov. 1, 2023 BO 1.8 $16.14 @$15.00 $2.17
($16.14)
14.47% 5.01% I 2.35% I $16.52 $1.73
( $16.52 )
-20.28%
Aug. 2, 2023 BO 1.9 $19.35 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 3, 2023 BO 2.0 $17.48 @$17.50
Feb. 22, 2023 BO 2.2 $18.53 @$17.50
Nov. 2, 2022 BO 2.2 $14.35 @$15.00
Aug. 4, 2022 BO 0.2 $14.82 @$15.00
June 8, 2022 BO 0.0 $15.65 @$15.00

 
 
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