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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bausch Health Companies Inc. (BHC) - NYSE Next Earnings Date: OS Estimate: Feb. 19, 2025 AC
OS Projected Window: Feb. 17, 2025 to Feb. 22, 2025
EVR: 4.1
Avg Daily Volume: 1,844,163    Market Cap: 3.86B
Sector: None    Short Interest: 7.08
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 24
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. 30, 2024 AC 3.9 $8.17 @$8.00 $1.89
($8.17)
23.62% 14.56% I 12.6% I $9.20 $1.50
( $9.20 )
-20.63%
Aug. 1, 2024 BO 4.5 $6.03 @$6.00 $1.03
($6.03)
17.17% 6.96% I 1.16% I $6.10 $0.88
( $6.10 )
-14.56%
May 2, 2024 BO 4.6 $8.75 @$8.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 22, 2024 BO 4.5 $8.67 @$8.50
Nov. 2, 2023 BO 4.7 $7.08 @$7.00
Aug. 3, 2023 BO 5.4 $9.33 @$9.50
May 4, 2023 BO 4.8 $7.40 @$7.50
Feb. 23, 2023 BO 4.4 $8.64 @$8.50
Nov. 3, 2022 BO 4.5 $6.53 @$6.50
Aug. 9, 2022 BO 4.4 $5.84 @$6.00

 
 
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