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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Zscaler (ZS) - NASDAQ Next Earnings Date: OS Estimate: Nov. 29, 2023 AC
OS Projected Window: Nov. 27, 2023 to Dec. 2, 2023
EVR: 4.6
Avg Daily Volume: 2,110,000    Market Cap: 22.90B
Sector: Technology    Short Interest: 5.97
Live Interactive Chart
Days to Next Earnings: 65 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 20
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. 5, 2023 AC 4.9 $162.74 @$162.50 $16.27
($162.74)
10.01% -5.63% I -2.69% I $158.35 $7.93
( $158.35 )
-51.26%
June 1, 2023 AC 5.5 $135.09 @$135.00 $16.75
($135.09)
12.41% 9.24% I 5.4% I $142.39 $12.05
( $142.39 )
-28.06%
March 2, 2023 AC 5.7 $134.13 @$134.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Sept. 9, 2021 AC 6.3 $280.22 @$280.00
May 25, 2021 AC 6.7 $172.74 @$172.50

 
 
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