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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PROCEPT BioRobotics Corporation (PRCT) - NASDAQ Next Earnings Date: OS Estimate: Feb. 25, 2025 BO
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 5.6
Avg Daily Volume: 1,047,938    Market Cap: 3.17B
Sector: None    Short Interest: 14.46
Live Interactive Chart
Days to Next Earnings: 95 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 9
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. 28, 2024 BO 4.7 $68.77 @$70.00 $16.35
($68.77)
23.36% 32.67% O 32.32% O $91.00 $22.22
( $91.00 )
35.9%
Aug. 1, 2024 AC 5.2 $62.00 @$62.50 $16.50
($62.00)
26.4% -7.9% I -7.45% I $57.38 $8.40
( $57.38 )
-49.09%
May 1, 2024 BO 4.7 $52.98 @$52.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 27, 2024 AC 4.9 $50.75 @$50.00
Nov. 1, 2023 AC 4.5 $27.55 @$27.50
July 27, 2023 BO 4.7 $37.84 @$37.50
April 27, 2023 BO 2.9 $35.75 @$35.00
Feb. 28, 2023 AC 3.8 $37.45 @$35.00
Aug. 4, 2022 AC 0.0 $38.37 @$40.00

 
 
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