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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Codexis (CDXS) - NASDAQ Next Earnings Date: OS Estimate: Feb. 27, 2025 AC
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 6.3
Avg Daily Volume: 607,442    Market Cap: 324.80M
Sector: Healthcare    Short Interest: 3.69
Live Interactive Chart
Days to Next Earnings: 97 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 30
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. 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 $0.90
($3.72)
36.0% 31.98% I 25.0% I $4.65 $1.98
( $4.65 )
120.0%
Nov. 2, 2023 AC 5.0 $1.80 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 4, 2022 AC 3.8 $7.98 @$7.50
May 5, 2022 AC 4.0 $11.75 @$12.50
Feb. 24, 2022 AC 3.9 $19.38 @$20.00
Nov. 4, 2021 AC 3.6 $34.96 @$35.00

 
 
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