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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Compugen Ltd. (CGEN) - NASDAQ Next Earnings Date: Estimated on May 19, 2025
OS Projected Window: June 9, 2025 to June 14, 2025
EVR: 4.0
Avg Daily Volume: 313,733    Market Cap: 148.1M
Sector: Healthcare    Short Interest: 1.77
Live Interactive Chart
Days to Next Earnings: 48 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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 4, 2025 BO 4.2 $1.81 @$2.50 $0.75
($1.81)
30.0% -7.73% I -7.18% I $1.68 $0.80
( $1.68 )
6.67%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 7, 2023 BO 3.9 $0.72 @$2.50
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

 
 
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