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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Jazz Pharmaceuticals plc (JAZZ) - NASDAQ Next Earnings Date: OS Estimate: Nov. 3, 2026 AC
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 2.7
Avg Daily Volume: 811,852    Market Cap: 16.7B
Sector: Healthcare    Short Interest: 5.86
Live Interactive Chart
Days to Next Earnings: 85 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
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. 3, 2026 AC 2.8 $251.58 @$250.00 $20.25
($251.58)
8.1% 4.14% I 3.99% I $261.62 $21.80
( $261.62 )
7.65%
May 5, 2026 AC 2.7 $212.26 @$210.00 $16.65
($212.26)
7.93% 8.54% O 7.68% I $228.57 $18.55
( $228.57 )
11.41%
Feb. 24, 2026 AC 2.5 $173.83 @$175.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 5, 2025 AC 2.5 $137.22 @$135.00
Aug. 5, 2025 AC 2.5 $113.20 @$115.00
May 6, 2025 AC 2.4 $111.17 @$110.00
Feb. 25, 2025 AC 2.6 $139.67 @$140.00
Nov. 6, 2024 AC 2.5 $111.55 @$110.00
July 31, 2024 AC 2.5 $110.25 @$110.00
May 1, 2024 AC 2.5 $110.31 @$110.00

 
 
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