CANF Straddle Options Play History on Earnings Date

One Day Post Earnings Implied vs Actual Move

I=Inside Move: Underlying Stock moved less than the pre-Earnings release Implied Move.

O=Outside Move: Underlying Stock moved more than the pre-Earnings release Implied Move.

By default we display 10 most recent earnings and calculate mean and median of past 10 earnings.

Insider members can adjust the following settings across all sites:

At OptionSlam.com we make a concerted effort to provide the most accurate Earnings Calendar available by cross checking various sources including newswire feeds, brokerages, exchanges and individual corporate investor relations websites.

Despite our diligent efforts, OptionSlam.com cannot guarantee the accuracy of any earnings date. A wide variety of events can alter scheduled Earnings Release dates.

Because estimated dates come from a variety of sources it is possible for an estimated date to be outside the OptionSlam projected window.

It is up to each trader to verify any data found on our web site and assume all risks associated with using said data.

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 31, 2019 BO

1.6

$3.03

@$2.50

$2.50
($0.41)

609.76%

5.61%

1.32%

$3.07

$0.00
( N/A )

None%

March 29, 2019 BO

1.5

$0.88

@$5.00

$6.58
($13.20)

131.6%

7.95%

0.0%

$0.88

$6.60
( $13.12 )

0.3%

Nov. 30, 2018 BO

1.6

$1.32

@$2.50

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Aug. 31, 2018 BO

1.6

$1.25

@$2.50

May 31, 2018 BO

1.6

$1.30

@$2.50

Nov. 27, 2017 BO

1.6

$1.44

@$2.50

May 26, 2017 BO

1.7

$1.78

@$2.50

March 31, 2017 BO

1.8

$1.92

@$2.50

Nov. 25, 2016 BO

1.6

$2.16

@$2.50

Aug. 29, 2016 AC

1.4

$2.50

@$2.50



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