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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Zscaler (ZS) - NASDAQ Next Earnings Date: OS Estimate: Feb. 26, 2026 AC
OS Projected Window: Feb. 23, 2026 to Feb. 28, 2026
EVR: 3.4
Avg Daily Volume: 2,020,830    Market Cap: 50.7B
Sector: Technology    Short Interest: 3.39
Live Interactive Chart
Days to Next Earnings: 76 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 31
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. 25, 2025 AC 3.4 $289.73 @$290.00 $34.85
($289.73)
12.02% -13.18% O -13.03% O $251.97 $39.31
( $251.97 )
12.8%
Sept. 2, 2025 AC 3.9 $274.57 @$275.00 $32.48
($274.57)
11.81% -5.16% I -1.45% I $270.58 $16.65
( $270.58 )
-48.74%
May 29, 2025 AC 4.0 $251.11 @$250.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 5, 2025 AC 4.3 $196.45 @$197.50
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

 
 
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