Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Zurn Elkay Water Solutions Corporation (ZWS) - NYSE Next Earnings Date: OS Estimate: Feb. 2, 2027 AC
OS Projected Window: Feb. 1, 2027 to Feb. 6, 2027
EVR: 3.2
Avg Daily Volume: 1,246,099    Market Cap: 7.4B
Sector: Industrials    Short Interest: 2.61
Live Interactive Chart
Days to Next Earnings: 84 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 21
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 AC 3.0 $49.15 @$50.00 $4.55
($49.15)
9.1% -12.73% O -11.49% O $43.50 $6.55
( $43.50 )
43.96%
July 28, 2026 AC 2.9 $49.31 @$50.00 $4.97
($49.31)
9.94% 11.53% O 4.54% I $51.55 $4.50
( $51.55 )
-9.46%
April 21, 2026 AC 2.8 $47.94 @$47.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 3, 2026 AC 2.5 $47.06 @$47.50
Oct. 28, 2025 AC 2.5 $46.03 @$45.00
July 29, 2025 AC 2.2 $38.27 @$37.50
April 22, 2025 AC 2.1 $31.13 @$30.00
Feb. 4, 2025 AC 2.1 $39.41 @$40.00
Oct. 29, 2024 AC 2.4 $35.92 @$35.00
July 30, 2024 AC 2.5 $32.24 @$32.50

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US