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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
TELA Bio (TELA) - NASDAQ Next Earnings Date: OS Estimate: March 19, 2025 AC
OS Projected Window: March 17, 2025 to March 22, 2025
EVR: 5.4
Avg Daily Volume: 318,641    Market Cap: 140.57M
Sector: None    Short Interest: 4.8
Live Interactive Chart
Days to Next Earnings: 117 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 7
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 AC 5.7 $2.99 @$2.50 $2.30
($2.99)
92.0% 9.03% I 3.01% I $3.08 $0.35
( $3.08 )
-84.78%
May 9, 2024 AC 5.3 $4.94 @$5.00 $0.38
($4.94)
7.6% 21.45% O 16.8% O $5.77 $0.25
( $5.77 )
-34.21%
March 21, 2024 AC 5.7 $5.35 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 9, 2023 AC 4.9 $5.73 @$5.00
Aug. 9, 2023 AC 6.0 $9.07 @$10.00
May 11, 2023 AC 6.6 $9.96 @$10.00
March 21, 2023 AC 1.2 $10.49 @$10.00

 
 
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