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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cabaletta Bio (CABA) - NASDAQ Next Earnings Date: OS Estimate: Jan. 23, 2025 BO
OS Projected Window: Jan. 20, 2025 to Jan. 25, 2025
EVR: 3.5
Avg Daily Volume: 1,342,906    Market Cap: 616.14M
Sector: None    Short Interest: 21.15
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 12
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. 14, 2024 BO 3.7 $4.01 @$5.00 $1.83
($4.01)
36.6% -6.48% I -5.73% I $3.78 $1.70
( $3.78 )
-7.1%
May 15, 2024 BO 3.5 $11.23 @$10.00 $3.92
($11.23)
39.2% 16.82% I 13.0% I $12.69 $4.65
( $12.69 )
18.62%
March 21, 2024 BO 3.4 $18.12 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 9, 2023 BO 3.5 $17.19 @$17.50
Aug. 10, 2023 BO 3.7 $12.38 @$12.50
May 11, 2023 BO 3.7 $12.30 @$12.50
March 16, 2023 BO 2.9 $7.41 @$7.50
Nov. 10, 2022 BO 3.1 $1.94 @$2.50
Aug. 11, 2022 BO 2.2 $1.28 @$2.50
May 12, 2022 BO 1.6 $1.23 @$2.50

 
 
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