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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Baozun Inc. (BZUN) - NASDAQ Next Earnings Date: OS Estimate: Nov. 24, 2026 BO
OS Projected Window: Nov. 23, 2026 to Nov. 28, 2026
EVR: 4.4
Avg Daily Volume: 224,517    Market Cap: 183.3M
Sector: Consumer Cyclical    Short Interest: 1.06
Live Interactive Chart
Days to Next Earnings: 48 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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
Aug. 27, 2026 BO 4.4 $2.82 @$2.50 $0.47
($2.82)
18.8% 10.99% I 7.09% I $3.02 $0.50
( $3.02 )
6.38%
May 20, 2026 BO 4.6 $2.56 @$2.50 $0.47
($2.56)
18.8% 9.37% I -0.78% I $2.54 $0.28
( $2.54 )
-40.43%
March 25, 2026 BO 4.2 $2.13 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 25, 2025 BO 4.3 $2.92 @$2.50
Aug. 28, 2025 BO 4.6 $2.83 @$2.50
May 21, 2025 BO 4.8 $3.22 @$2.50
March 20, 2025 BO 4.8 $3.50 @$2.50
Nov. 21, 2024 BO 5.0 $2.59 @$2.50
May 28, 2024 BO 5.0 $2.71 @$2.50
March 21, 2024 BO 4.6 $2.88 @$2.50

 
 
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