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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PROCEPT BioRobotics Corporation (PRCT) - NASDAQ Next Earnings Date: OS Estimate: July 23, 2024 BO
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 5.2
Avg Daily Volume: 643,729    Market Cap: 2.40B
Sector: None    Short Interest: 10.93
Live Interactive Chart
Days to Next Earnings: 71 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 7
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 BO 4.8 $52.98 @$52.50 $9.10
($52.98)
17.33% 19.4% O 14.4% I $60.61 $10.25
( $60.61 )
12.64%
Feb. 27, 2024 AC 4.9 $50.75 @$50.00 $9.70
($50.75)
19.4% -10.93% I -2.67% I $49.39 $4.68
( $49.39 )
-51.75%
Nov. 1, 2023 AC 4.5 $27.55 @$27.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 27, 2023 BO 4.9 $37.84 @$37.50
April 27, 2023 BO 2.3 $35.75 @$35.00
Feb. 28, 2023 AC 0.4 $37.45 @$35.00
Aug. 4, 2022 AC 0.0 $38.37 @$40.00

 
 
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