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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Collegium Pharmaceutical (COLL) - NASDAQ Next Earnings Date: OS Estimate: Aug. 7, 2024 AC
OS Projected Window: Aug. 5, 2024 to Aug. 10, 2024
EVR: 3.8
Avg Daily Volume: 464,273    Market Cap: 1.24B
Sector: None    Short Interest: 27.03
Live Interactive Chart
Days to Next Earnings: 66 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 32
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 9, 2024 AC 3.3 $37.86 @$40.00 $5.30
($37.86)
13.25% -19.65% O -16.79% O $31.50 $8.55
( $31.50 )
61.32%
Feb. 22, 2024 AC 3.3 $32.81 @$35.00 $6.15
($32.81)
17.57% 10.78% I 10.78% I $36.35 $4.73
( $36.35 )
-23.09%
Nov. 7, 2023 AC 3.2 $21.68 @$22.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2023 AC 3.0 $22.02 @$22.50
May 4, 2023 AC 3.2 $22.20 @$22.50
Feb. 23, 2023 AC 4.1 $26.60 @$25.00
Aug. 4, 2022 AC 4.0 $18.51 @$17.50
May 10, 2022 AC 4.2 $14.48 @$15.00
Feb. 24, 2022 AC 4.7 $21.40 @$22.50
Nov. 4, 2021 AC 4.9 $19.35 @$20.00

 
 
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