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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Zscaler (ZS) - NASDAQ Next Earnings Date: Sept. 2, 2025 AC
EVR: 3.9
Avg Daily Volume: 1,387,625    Market Cap: 45.1B
Sector: Technology    Short Interest: 0.07
Live Interactive Chart
Days to Next Earnings: 5 Days
Implied Move Weekly: 10.55%       Expires on: Sept. 5, 2025
Implied Move Monthly: 12.01%       Expires on: Sept. 19, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 30
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
Sept. 2, 2025 AC None $0.00 @$272.50 $32.80
($273.07)
12.01% -None% I -None% I $0.00 $0.00
( N/A )
None%
May 29, 2025 AC 4.0 $251.11 @$250.00 $21.53
($251.11)
8.61% 10.1% O 9.79% O $275.70 $28.76
( $275.70 )
33.58%
March 5, 2025 AC 4.3 $196.45 @$197.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Dec. 2, 2024 AC 4.4 $208.51 @$207.50
Sept. 3, 2024 AC 4.0 $193.19 @$192.50
May 30, 2024 AC 4.0 $156.65 @$157.50
Feb. 29, 2024 AC 4.0 $241.97 @$242.50
Nov. 27, 2023 AC 4.6 $191.91 @$192.50
Sept. 5, 2023 AC 4.9 $162.74 @$162.50
June 1, 2023 AC 5.5 $135.09 @$135.00

 
 
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