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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Zurn Elkay Water Solutions Corporation (ZWS) - NYSE Next Earnings Date: OS Estimate: Feb. 4, 2025 AC
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 2.1
Avg Daily Volume: 1,054,932    Market Cap: 5.23B
Sector: None    Short Interest: 2.9
Live Interactive Chart
Days to Next Earnings: 74 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 13
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. 29, 2024 AC 2.4 $35.92 @$35.00 $2.55
($35.92)
7.29% 2.5% I -0.05% I $35.90 $1.62
( $35.90 )
-36.47%
July 30, 2024 AC 2.5 $32.24 @$32.50 $1.02
($32.24)
3.14% -3.84% O 0.68% I $32.46 $1.38
( $32.46 )
35.29%
April 23, 2024 AC 2.7 $32.75 @$32.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 6, 2024 AC 2.8 $31.87 @$32.50
Oct. 31, 2023 AC 3.2 $26.46 @$27.50
July 24, 2023 AC 3.1 $27.10 @$27.50
April 25, 2023 AC 3.2 $20.97 @$20.00
Feb. 7, 2023 AC 2.9 $22.37 @$22.50
Oct. 25, 2022 AC 2.6 $25.11 @$25.00
July 26, 2022 AC 1.7 $31.62 @$32.50

 
 
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