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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Zscaler (ZS) - NASDAQ Next Earnings Date: Estimated on May 30, 2024
OS Projected Window: May 27, 2024 to June 1, 2024
EVR: 4.0
Avg Daily Volume: 1,660,898    Market Cap: 34.89B
Sector: Technology    Short Interest: 5.83
Live Interactive Chart
Days to Next Earnings: 34 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 22
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. 29, 2024 AC 4.0 $241.97 @$242.50 $35.35
($241.97)
14.58% -11.14% I -9.39% I $219.23 $27.18
( $219.23 )
-23.11%
Nov. 27, 2023 AC 4.6 $191.91 @$192.50 $19.60
($191.91)
10.18% -4.85% I 1.01% I $193.85 $12.20
( $193.85 )
-37.76%
Sept. 5, 2023 AC 4.9 $162.74 @$162.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 1, 2023 AC 5.5 $135.09 @$135.00
March 2, 2023 AC 5.7 $134.13 @$134.00
Dec. 1, 2022 AC 5.5 $144.50 @$144.00
Sept. 8, 2022 AC 5.5 $154.25 @$155.00
May 26, 2022 AC 5.5 $142.13 @$142.00
Feb. 24, 2022 AC 5.5 $263.38 @$262.50
Nov. 30, 2021 AC 5.7 $346.97 @$345.00

 
 
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