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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cassava Sciences (SAVA) - NASDAQ Next Earnings Date: OS Estimate: Jan. 21, 2025 BO
OS Projected Window: Jan. 20, 2025 to Jan. 25, 2025
EVR: 3.0
Avg Daily Volume: 1,520,625    Market Cap: 812.63M
Sector: Health Care    Short Interest: 29.54
Live Interactive Chart
Days to Next Earnings: 60 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 11
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. 7, 2024 BO 3.1 $26.57 @$26.50 $7.96
($26.57)
30.04% -7.26% I -4.62% I $25.34 $4.18
( $25.34 )
-47.49%
Aug. 7, 2024 AC 2.3 $30.20 @$30.00 $10.17
($30.20)
33.9% -22.11% I -13.84% I $26.02 $7.58
( $26.02 )
-25.47%
May 10, 2024 AC None $0.00 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 28, 2024 BO 2.3 $23.00 @$23.00
Nov. 7, 2023 BO 2.4 $21.38 @$21.50
Aug. 3, 2023 BO 2.6 $20.98 @$21.00
May 1, 2023 BO 2.8 $23.22 @$23.00
Feb. 28, 2023 BO 3.1 $24.78 @$25.00
Aug. 3, 2022 BO 3.2 $19.38 @$19.50
May 5, 2022 BO 3.4 $21.11 @$21.00

 
 
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