Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Can (CANF) - AMEX Next Earnings Date: OS Estimate: Nov. 28, 2024 AC
OS Projected Window: Nov. 25, 2024 to Nov. 30, 2024
EVR: 2.9
Avg Daily Volume: 81,266    Market Cap: 10.80M
Sector: Healthcare    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 6 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 7
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. 30, 2018 BO 1.7 $1.32 @$2.50 $2.45
($1.32)
98.0% 2.27% I 0.75% I $1.33 $2.50
( $1.33 )
2.04%
Aug. 31, 2018 BO 1.6 $1.25 @$2.50 $2.52
($1.25)
100.8% 5.6% I 2.4% I $1.28 $2.50
( $1.28 )
-0.79%
Nov. 27, 2017 BO 1.6 $1.44 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 26, 2017 BO 1.7 $1.78 @$2.50
March 31, 2017 BO 1.8 $1.92 @$2.50
Nov. 25, 2016 BO 1.6 $2.16 @$2.50
Aug. 29, 2016 AC 1.4 $2.50 @$2.50

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US