Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PROCEPT BioRobotics Corporation (PRCT) - NASDAQ Next Earnings Date: OS Estimate: July 28, 2026 AC
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 6.0
Avg Daily Volume: 1,363,316    Market Cap: 1.4B
Sector: None    Short Interest: 10.34
Live Interactive Chart
Days to Next Earnings: 77 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 16
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
April 29, 2026 AC 6.0 $21.71 @$22.50 $4.88
($21.71)
21.69% 20.35% I 10.73% I $24.04 $3.28
( $24.04 )
-32.79%
Feb. 25, 2026 AC 5.5 $27.84 @$27.50 $5.83
($27.84)
21.2% -30.49% O -15.12% I $23.63 $4.70
( $23.63 )
-19.38%
Nov. 4, 2025 AC 5.4 $35.02 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 6, 2025 AC 5.4 $45.69 @$45.00
April 24, 2025 BO 5.4 $55.70 @$55.00
Feb. 25, 2025 AC 5.6 $62.71 @$62.50
Oct. 28, 2024 BO 4.7 $68.77 @$70.00
Aug. 1, 2024 AC 5.2 $62.00 @$62.50
May 1, 2024 BO 4.7 $52.98 @$52.50
Feb. 27, 2024 AC 4.9 $50.75 @$50.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US