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: Feb. 23, 2027 AC
OS Projected Window: Feb. 22, 2027 to Feb. 27, 2027
EVR: 5.6
Avg Daily Volume: 1,351,565    Market Cap: 1.1B
Sector: Healthcare    Short Interest: 13.1
Live Interactive Chart
Days to Next Earnings: 105 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 18
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
Nov. 4, 2026 AC 5.8 $21.66 @$22.50 $3.83
($21.66)
17.02% 11.12% I -6.41% I $20.27 $2.02
( $20.27 )
-47.26%
Aug. 4, 2026 AC 6.0 $18.28 @$17.50 $3.65
($18.28)
20.86% 7.33% I 5.79% I $19.34 $2.77
( $19.34 )
-24.11%
April 29, 2026 AC 6.0 $21.71 @$22.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 25, 2026 AC 5.5 $27.84 @$27.50
Nov. 4, 2025 AC 5.4 $35.02 @$35.00
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

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