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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Celldex Therapeutics (CLDX) - NASDAQ Next Earnings Date: Estimated on May 12, 2025
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 4.1
Avg Daily Volume: 775,343    Market Cap: 1.4B
Sector: Healthcare    Short Interest: 13.84
Live Interactive Chart
Days to Next Earnings: 40 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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 4.2 $20.31 @$20.00 $1.45
($20.31)
7.25% -2.41% I 1.28% I $20.57 $1.23
( $20.57 )
-15.17%
May 2, 2024 BO 4.5 $39.35 @$40.00 $3.67
($39.35)
9.18% 4.16% I 3.83% I $40.86 $3.88
( $40.86 )
5.72%
Feb. 26, 2024 BO 3.8 $37.75 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 2, 2023 AC 3.6 $24.01 @$25.00
Aug. 8, 2023 AC 3.4 $32.41 @$32.00
May 4, 2023 AC 3.5 $31.49 @$31.00
Feb. 28, 2023 AC 3.2 $42.79 @$45.00
Nov. 9, 2022 AC 2.8 $32.59 @$33.00
Aug. 4, 2022 AC 2.8 $34.40 @$34.00
May 5, 2022 AC 3.0 $30.34 @$30.00

 
 
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