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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Candel Therapeutics (CADL) - NASDAQ Next Earnings Date: OS Estimate: Nov. 12, 2026 BO
OS Projected Window: Nov. 9, 2026 to Nov. 14, 2026
EVR: 2.5
Avg Daily Volume: 1,276,019    Market Cap: 1.0B
Sector: Healthcare    Short Interest: 16.54
Live Interactive Chart
Days to Next Earnings: 79 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 12
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
Aug. 13, 2026 BO 2.4 $10.68 @$11.00 $2.50
($10.68)
22.73% 11.14% I 10.48% I $11.80 $3.10
( $11.80 )
24.0%
May 14, 2026 BO 2.4 $8.94 @$9.00 $4.15
($8.94)
46.11% -7.49% I -0.33% I $8.91 $4.10
( $8.91 )
-1.2%
May 13, 2026 BO 2.6 $8.72 @$9.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 12, 2026 BO 2.7 $8.85 @$9.00
March 12, 2026 BO 2.9 $5.10 @$5.00
Nov. 13, 2025 BO 2.8 $4.92 @$5.00
Aug. 14, 2025 BO 2.7 $6.40 @$6.00
May 13, 2025 BO 2.4 $5.01 @$5.00
March 13, 2025 AC 2.0 $7.94 @$8.00
Nov. 14, 2024 BO 1.6 $4.29 @$4.00

 
 
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