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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cassava Sciences (SAVA) - NASDAQ Next Earnings Date: Estimated on May 12, 2025
OS Projected Window: May 19, 2025 to May 24, 2025
EVR: 3.4
Avg Daily Volume: 2,181,459    Market Cap: 109.2M
Sector: Health Care    Short Interest: 31.93
Live Interactive Chart
Days to Next Earnings: 41 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 16
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 3, 2025 BO 3.0 $2.40 @$2.50 $0.48
($2.40)
19.2% 20.41% O 3.33% I $2.48 $0.46
( $2.48 )
-4.17%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 10, 2024 AC None $0.00 @$20.00
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
Nov. 7, 2022 BO 3.3 $35.27 @$35.50

 
 
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