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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Zscaler (ZS) - NASDAQ Next Earnings Date: OS Estimate: Feb. 27, 2025 AC
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 4.3
Avg Daily Volume: 2,221,973    Market Cap: 34.89B
Sector: Technology    Short Interest: 5.83
Live Interactive Chart
Days to Next Earnings: 64 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 25
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
Dec. 2, 2024 AC 4.4 $208.51 @$207.50 $24.05
($208.51)
11.59% -6.65% I -4.73% I $198.64 $13.88
( $198.64 )
-42.29%
Sept. 3, 2024 AC 4.0 $193.19 @$192.50 $21.77
($193.19)
11.31% -19.25% O -18.66% O $157.13 $35.43
( $157.13 )
62.75%
May 30, 2024 AC 4.0 $156.65 @$157.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 29, 2024 AC 4.0 $241.97 @$242.50
Nov. 27, 2023 AC 4.6 $191.91 @$192.50
Sept. 5, 2023 AC 4.9 $162.74 @$162.50
June 1, 2023 AC 5.5 $135.09 @$135.00
March 2, 2023 AC 5.7 $134.13 @$134.00
Dec. 1, 2022 AC 5.5 $144.50 @$144.00
Sept. 8, 2022 AC 5.5 $154.25 @$155.00

 
 
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