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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PROCEPT BioRobotics Corporation (PRCT) - NASDAQ Next Earnings Date: Estimated on April 23, 2026
OS Projected Window: April 27, 2026 to May 2, 2026
EVR: 6.0
Avg Daily Volume: 2,078,998    Market Cap: 1.5B
Sector: None    Short Interest: 11.33
Live Interactive Chart
Days to Next Earnings: 30 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 15
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
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 $8.07
($35.02)
23.06% -11.07% I -9.73% I $31.61 $4.05
( $31.61 )
-49.81%
Aug. 6, 2025 AC 5.4 $45.69 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 1, 2023 AC 4.5 $27.55 @$27.50

 
 
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