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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Zuora (ZUO) - NYSE Next Earnings Date: Estimated on May 22, 2024
OS Projected Window: May 27, 2024 to June 1, 2024
EVR: 4.7
Avg Daily Volume: 1,986,548    Market Cap: 1.30B
Sector: None    Short Interest: 3.61
Live Interactive Chart
Days to Next Earnings: 27 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. 28, 2024 AC 4.9 $8.59 @$9.00 $1.23
($8.59)
13.67% -10.36% I -5.93% I $8.08 $1.12
( $8.08 )
-8.94%
Nov. 29, 2023 AC 4.4 $8.35 @$8.00 $1.23
($8.35)
15.38% 22.15% O 9.22% I $9.12 $1.52
( $9.12 )
23.58%
Aug. 22, 2023 AC 5.0 $9.95 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 24, 2023 AC 4.6 $8.51 @$9.00
March 1, 2023 AC 4.5 $8.20 @$8.00
Dec. 6, 2022 AC 4.2 $7.21 @$7.00
Aug. 24, 2022 AC 4.3 $8.95 @$9.00
May 25, 2022 AC 4.8 $9.54 @$10.00
March 2, 2022 AC 4.9 $15.40 @$15.00
Dec. 1, 2021 AC 5.3 $18.44 @$18.00

 
 
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