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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Can (CANF) - AMEX Next Earnings Date: OS Estimate: April 24, 2025 AC
OS Projected Window: April 21, 2025 to April 26, 2025
EVR: 2.5
Avg Daily Volume: 266,705    Market Cap: 10.80M
Sector: Healthcare    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 20 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 11
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
March 28, 2019 BO 1.6 $0.83 @$2.50 $1.25
($0.83)
50.0% 7.22% I 6.02% I $0.88 $1.25
( $0.88 )
0.0%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 1, 2018 BO 1.6 $1.28 @$2.50
March 23, 2018 BO 1.7 $1.47 @$2.50
Nov. 27, 2017 BO 1.6 $1.44 @$2.50
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

 
 
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