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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Zimmer Biomet Holdings (ZBH) - NYSE Next Earnings Date: OS Estimate: Feb. 5, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 1.8
Avg Daily Volume: 1,464,563    Market Cap: 26.16B
Sector: None    Short Interest: 2.53
Live Interactive Chart
Days to Next Earnings: 75 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 37
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 1.8 $103.88 @$105.00 $8.30
($103.88)
7.9% 5.85% I 5.7% I $109.81 $6.68
( $109.81 )
-19.52%
Aug. 7, 2024 BO 1.9 $109.57 @$110.00 $7.03
($109.57)
6.39% -3.69% I -3.43% I $105.81 $4.75
( $105.81 )
-32.43%
May 2, 2024 BO 2.0 $119.56 @$120.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 8, 2024 BO 2.0 $127.55 @$130.00
Nov. 7, 2023 BO 2.0 $109.30 @$110.00
Aug. 1, 2023 BO 2.0 $138.15 @$140.00
May 2, 2023 BO 1.9 $138.83 @$140.00
Feb. 3, 2023 BO 2.0 $127.41 @$125.00
Nov. 2, 2022 BO 2.1 $111.84 @$110.00
Aug. 2, 2022 BO 2.1 $109.76 @$110.00

 
 
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