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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cabaletta Bio (CABA) - NASDAQ Next Earnings Date: OS Estimate: Sept. 4, 2025 BO
OS Projected Window: Sept. 1, 2025 to Sept. 6, 2025
EVR: 5.0
Avg Daily Volume: 1,431,654    Market Cap: 88.8M
Sector: None    Short Interest: 12.02
Live Interactive Chart
Days to Next Earnings: 59 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 14
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 15, 2025 BO 3.7 $1.30 @$1.50 $0.47
($1.30)
31.33% 40.0% O 39.23% O $1.81 $0.88
( $1.81 )
87.23%
March 31, 2025 BO 3.5 $1.55 @$1.50 $0.12
($1.55)
8.0% -12.25% O -10.32% O $1.39 $0.07
( $1.39 )
-41.67%
Nov. 14, 2024 BO 3.7 $4.01 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 15, 2024 BO 3.5 $11.23 @$10.00
March 21, 2024 BO 3.4 $18.12 @$17.50
Nov. 9, 2023 BO 3.5 $17.19 @$17.50
Aug. 10, 2023 BO 3.7 $12.38 @$12.50
May 11, 2023 BO 3.7 $12.30 @$12.50
March 16, 2023 BO 2.9 $7.41 @$7.50
Nov. 10, 2022 BO 3.1 $1.94 @$2.50

 
 
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