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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Zurn Elkay Water Solutions Corporation (ZWS) - NYSE Next Earnings Date: OS Estimate: July 23, 2024 AC
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 2.5
Avg Daily Volume: 905,792    Market Cap: 5.52B
Sector: None    Short Interest: 3.68
Live Interactive Chart
Days to Next Earnings: 87 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 11
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
April 23, 2024 AC 2.7 $32.75 @$32.50 $3.00
($32.75)
9.23% -3.38% I -1.92% I $32.12 $2.52
( $32.12 )
-16.0%
Feb. 6, 2024 AC 2.8 $31.87 @$32.50 $2.10
($31.87)
6.46% 6.52% O 4.17% I $33.20 $2.25
( $33.20 )
7.14%
Oct. 31, 2023 AC 3.2 $26.46 @$27.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 24, 2023 AC 3.1 $27.10 @$27.50
April 25, 2023 AC 3.2 $20.97 @$20.00
Feb. 7, 2023 AC 2.9 $22.37 @$22.50
Oct. 25, 2022 AC 2.6 $25.11 @$25.00
July 26, 2022 AC 1.7 $31.62 @$32.50
April 26, 2022 AC 1.7 $33.24 @$32.50
Feb. 1, 2022 AC 0.2 $31.94 @$32.50

 
 
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