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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cabaletta Bio (CABA) - NASDAQ Next Earnings Date: Estimated on May 15, 2024
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 3.5
Avg Daily Volume: 1,284,839    Market Cap: 962.83M
Sector: None    Short Interest: 18.06
Live Interactive Chart
Days to Next Earnings: 14 Days
Implied Move Weekly: 26.02%       Expires on: May 17, 2024
Implied Move Monthly: 35.04%       Expires on: June 21, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 11
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, 2024 BO None $0.00 @$10.00 $3.73
($10.64)
35.04% -None% I -None% I $0.00 $0.00
( N/A )
None%
March 21, 2024 BO 3.4 $18.12 @$17.50 $5.65
($18.12)
32.29% -9.98% I -3.2% I $17.54 $6.07
( $17.54 )
7.43%
Nov. 9, 2023 BO 3.5 $17.19 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 11, 2022 BO 2.2 $1.28 @$2.50
May 12, 2022 BO 1.6 $1.23 @$2.50
March 17, 2022 BO 0.2 $1.71 @$2.50

 
 
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