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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Jazz Pharmaceuticals plc (JAZZ) - NASDAQ Next Earnings Date: OS Estimate: Feb. 26, 2025 AC
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 2.6
Avg Daily Volume: 653,937    Market Cap: 6.89B
Sector: Healthcare    Short Interest: 6.04
Live Interactive Chart
Days to Next Earnings: 96 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 58
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
Nov. 6, 2024 AC 2.5 $111.55 @$110.00 $7.57
($111.55)
6.88% 8.68% O 6.75% I $119.08 $12.55
( $119.08 )
65.79%
July 31, 2024 AC 2.5 $110.25 @$110.00 $11.15
($110.25)
10.14% 5.4% I 3.74% I $114.38 $8.50
( $114.38 )
-23.77%
May 1, 2024 AC 2.5 $110.31 @$110.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 28, 2024 AC 2.5 $129.70 @$130.00
Nov. 8, 2023 AC 2.5 $128.24 @$130.00
Aug. 9, 2023 AC 2.5 $133.00 @$135.00
May 10, 2023 AC 2.8 $136.53 @$135.00
March 1, 2023 AC 3.0 $140.51 @$140.00
Nov. 9, 2022 AC 2.9 $140.00 @$140.00
Aug. 3, 2022 AC 2.9 $151.66 @$150.00

 
 
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