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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Codexis (CDXS) - NASDAQ Next Earnings Date: Estimated on May 8, 2025
OS Projected Window: June 2, 2025 to June 7, 2025
EVR: 6.7
Avg Daily Volume: 1,104,615    Market Cap: 233.6M
Sector: Healthcare    Short Interest: 3.68
Live Interactive Chart
Days to Next Earnings: 37 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 36
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
Feb. 27, 2025 AC 6.3 $3.93 @$5.00 $0.80
($3.93)
16.0% -28.49% O -22.64% O $3.04 $1.43
( $3.04 )
78.75%
Oct. 31, 2024 AC 5.9 $3.14 @$2.50 $2.17
($3.14)
86.8% 19.1% I 11.46% I $3.50 $1.15
( $3.50 )
-47.0%
Feb. 28, 2024 AC 5.2 $3.72 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 2, 2023 AC 5.0 $1.80 @$2.50
Aug. 3, 2023 AC 4.7 $3.38 @$2.50
May 4, 2023 AC 3.9 $3.95 @$5.00
Feb. 23, 2023 AC 3.8 $5.49 @$5.00
Nov. 3, 2022 AC 3.8 $5.71 @$5.00
Aug. 4, 2022 AC 3.8 $7.98 @$7.50
May 5, 2022 AC 4.0 $11.75 @$12.50

 
 
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