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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Compugen Ltd. (CGEN) - NASDAQ Next Earnings Date: OS Estimate: Feb. 25, 2025 BO
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 4.2
Avg Daily Volume: 253,247    Market Cap: 201.18M
Sector: Healthcare    Short Interest: 2.42
Live Interactive Chart
Days to Next Earnings: 95 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
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. 12, 2024 BO 4.1 $1.74 @$2.50 $0.80
($1.74)
32.0% -11.49% I -8.04% I $1.60 $1.07
( $1.60 )
33.75%
March 5, 2024 BO 4.0 $2.95 @$2.50 $0.73
($2.95)
29.2% -17.62% I -13.55% I $2.55 $0.38
( $2.55 )
-47.95%
Nov. 7, 2023 BO 3.9 $0.72 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 7, 2023 BO 3.9 $1.12 @$2.50
May 15, 2023 BO 3.6 $0.74 @$2.50
Feb. 27, 2023 BO 3.9 $0.75 @$2.50
Nov. 14, 2022 BO 3.9 $0.92 @$2.50
Aug. 4, 2022 BO 4.1 $1.62 @$2.50
May 16, 2022 BO 4.0 $1.93 @$2.50
Feb. 24, 2022 BO 4.2 $2.76 @$2.50

 
 
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