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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Zscaler (ZS) - NASDAQ Next Earnings Date: OS Estimate: Dec. 3, 2026 AC
OS Projected Window: Nov. 30, 2026 to Dec. 5, 2026
EVR: 4.5
Avg Daily Volume: 2,786,841    Market Cap: 26.8B
Sector: Technology    Short Interest: 3.9
Live Interactive Chart
Days to Next Earnings: 74 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 34
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. 3, 2026 AC 4.6 $177.80 @$177.50 $29.70
($177.80)
16.73% -7.16% I -4.49% I $169.80 $15.13
( $169.80 )
-49.06%
May 26, 2026 AC 3.7 $184.60 @$185.00 $33.70
($184.60)
18.22% -31.92% O -31.52% O $126.41 $58.61
( $126.41 )
73.92%
Feb. 26, 2026 AC 3.4 $167.36 @$167.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 25, 2025 AC 3.4 $289.73 @$290.00
Sept. 2, 2025 AC 3.9 $274.57 @$275.00
May 29, 2025 AC 4.0 $251.11 @$250.00
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

 
 
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