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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Jazz Pharmaceuticals plc (JAZZ) - NASDAQ Next Earnings Date: Estimated on May 1, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 2.5
Avg Daily Volume: 636,339    Market Cap: 6.89B
Sector: Healthcare    Short Interest: 6.04
Live Interactive Chart
Days to Next Earnings: 5 Days
Implied Move Monthly: 6.81%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 56
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
May 1, 2024 AC None $0.00 @$110.00 $7.38
($108.32)
6.81% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 28, 2024 AC 2.5 $129.70 @$130.00 $12.05
($129.70)
9.27% -10.56% O -8.32% I $118.90 $12.53
( $118.90 )
3.98%
Nov. 8, 2023 AC 2.5 $128.24 @$130.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 9, 2023 AC 2.5 $133.00 @$135.00
May 10, 2023 AC 2.8 $136.53 @$135.00
March 1, 2023 AC 3.0 $140.51 @$140.00
Nov. 9, 2022 AC 2.9 $140.00 @$140.00
Aug. 3, 2022 AC 2.9 $151.66 @$150.00
May 4, 2022 AC 3.2 $157.43 @$155.00
March 1, 2022 AC 2.9 $136.63 @$135.00

 
 
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