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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cerus Corporation (CERS) - NASDAQ Next Earnings Date: OS Estimate: Feb. 26, 2025 AC
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 5.5
Avg Daily Volume: 1,941,823    Market Cap: 335.37M
Sector: Healthcare    Short Interest: 2.56
Live Interactive Chart
Days to Next Earnings: 96 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 58
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. 30, 2024 AC 5.8 $1.72 @$1.50 $0.17
($1.72)
11.33% -9.3% I -8.72% I $1.57 $0.10
( $1.57 )
-41.18%
Aug. 1, 2024 AC 5.4 $2.04 @$2.00 $0.10
($2.04)
5.0% 24.5% O 15.19% O $2.35 $0.25
( $2.35 )
150.0%
May 2, 2024 AC 5.4 $1.76 @$2.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 5, 2024 AC 4.7 $1.99 @$2.00
Nov. 2, 2023 AC 4.5 $1.59 @$2.00
Aug. 2, 2023 AC 4.1 $2.98 @$3.00
May 4, 2023 AC 4.0 $2.31 @$2.00
Feb. 28, 2023 AC 3.8 $2.86 @$3.00
Nov. 3, 2022 AC 3.9 $3.38 @$3.00
Aug. 4, 2022 AC 3.9 $5.82 @$6.00

 
 
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