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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cerus Corporation (CERS) - NASDAQ Next Earnings Date: OS Estimate: July 31, 2024 AC
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 5.4
Avg Daily Volume: 1,553,437    Market Cap: 335.37M
Sector: Healthcare    Short Interest: 2.56
Live Interactive Chart
Days to Next Earnings: 59 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 56
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
May 2, 2024 AC 5.4 $1.76 @$2.00 $0.33
($1.76)
16.5% 13.63% I -7.95% I $1.62 $0.35
( $1.62 )
6.06%
March 5, 2024 AC 4.7 $1.99 @$2.00 $0.25
($1.99)
12.5% 29.64% O 21.6% O $2.42 $0.62
( $2.42 )
148.0%
Nov. 2, 2023 AC 4.5 $1.59 @$2.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 2, 2023 AC 4.1 $2.98 @$3.00
May 4, 2023 AC 4.0 $2.31 @$2.00
Feb. 28, 2023 AC 3.8 $2.86 @$3.00
Nov. 3, 2022 AC 3.9 $3.38 @$3.00
Aug. 4, 2022 AC 3.9 $5.82 @$6.00
May 5, 2022 AC 4.0 $4.80 @$5.00
Feb. 22, 2022 AC 4.2 $5.25 @$5.00

 
 
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