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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bausch + Lomb Corporation (BLCO) - NYSE Next Earnings Date: OS Estimate: Feb. 19, 2025 BO
OS Projected Window: Feb. 17, 2025 to Feb. 22, 2025
EVR: 2.0
Avg Daily Volume: 631,790    Market Cap: 5.90B
Sector: None    Short Interest: 5.07
Live Interactive Chart
Days to Next Earnings: 89 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
Oct. 30, 2024 BO 2.2 $20.76 @$20.00 $1.38
($20.76)
6.9% -1.87% I -1.54% I $20.44 $1.05
( $20.44 )
-23.91%
July 31, 2024 BO 2.2 $16.87 @$17.50 $1.80
($16.87)
10.29% 3.73% I 2.07% I $17.22 $1.57
( $17.22 )
-12.78%
May 1, 2024 BO 2.2 $14.54 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 21, 2024 BO 1.8 $14.59 @$15.00
Nov. 1, 2023 BO 1.8 $16.14 @$15.00
Aug. 2, 2023 BO 1.9 $19.35 @$20.00
May 3, 2023 BO 2.0 $17.48 @$17.50
Feb. 22, 2023 BO 2.2 $18.53 @$17.50
Nov. 2, 2022 BO 2.2 $14.35 @$15.00
Aug. 4, 2022 BO 0.2 $14.82 @$15.00

 
 
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