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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Zenas BioPharma (ZBIO) - NASDAQ Next Earnings Date: OS Estimate: March 17, 2027 BO
OS Projected Window: March 15, 2027 to March 20, 2027
EVR: 2.7
Avg Daily Volume: 582,974    Market Cap: 1.9B
Sector: Healthcare    Short Interest: 19.24
Live Interactive Chart
Days to Next Earnings: 127 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
Nov. 5, 2026 BO 2.5 $28.46 @$30.00 $5.45
($28.46)
18.17% -9.38% I -8.88% I $25.93 $7.00
( $25.93 )
28.44%
Aug. 13, 2026 BO 2.3 $31.29 @$30.00 $2.58
($31.29)
8.6% -11.12% O -6.67% I $29.20 $3.48
( $29.20 )
34.88%
Aug. 12, 2026 BO 2.5 $32.44 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 13, 2026 BO 2.7 $19.16 @$20.00
March 16, 2026 BO 2.2 $24.04 @$25.00
Nov. 12, 2025 BO 0.3 $35.20 @$35.00
Aug. 12, 2025 BO 0.0 $14.90 @$15.00

 
 
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