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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Zura Bio Limited (ZURA) - NASDAQ Next Earnings Date: OS Estimate: March 25, 2027 BO
OS Projected Window: March 22, 2027 to March 27, 2027
EVR: 3.6
Avg Daily Volume: 6,279,315    Market Cap: 387.2M
Sector: Healthcare    Short Interest: 7.32
Live Interactive Chart
Days to Next Earnings: 135 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 9
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
Oct. 27, 2026 BO 3.1 $3.56 @$4.00 $2.67
($3.56)
66.75% 21.62% I 19.94% I $4.27 $2.53
( $4.27 )
-5.24%
Aug. 11, 2026 BO 3.1 $5.63 @$5.00 $1.10
($5.63)
22.0% 6.21% I -1.24% I $5.56 $2.58
( $5.56 )
134.55%
May 7, 2026 BO 3.3 $4.89 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 19, 2026 AC 3.1 $6.12 @$5.00
Nov. 13, 2025 BO 3.0 $4.63 @$5.00
Aug. 14, 2025 BO 2.9 $1.59 @$2.50
May 8, 2025 BO 3.7 $1.23 @$2.50
March 25, 2025 BO 0.2 $1.35 @$2.50
Nov. 7, 2024 BO 0.0 $4.30 @$5.00

 
 
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