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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CymaBay Therapeutics Inc. (CBAY) - NASDAQ Next Earnings Date: Estimated on May 10, 2024
EVR: 3.2
Avg Daily Volume: 6,639,305    Market Cap: 3.70B
Sector: None    Short Interest: 8.42
Live Interactive Chart
Days to Next Earnings: 16 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 24
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
Nov. 7, 2023 AC 3.4 $16.44 @$16.00 $2.20
($16.44)
13.75% -7.66% I -4.5% I $15.70 $1.55
( $15.70 )
-29.55%
Aug. 10, 2023 AC 3.4 $12.96 @$13.00 $1.10
($12.96)
8.46% 9.49% O 3.93% I $13.47 $0.82
( $13.47 )
-25.45%
May 15, 2023 AC 5.7 $10.40 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 16, 2023 AC 5.7 $9.14 @$9.00
Nov. 14, 2022 AC 5.9 $3.61 @$4.00
Aug. 11, 2022 AC 7.2 $3.74 @$4.00
May 12, 2022 AC 7.4 $1.78 @$2.00
March 17, 2022 AC 7.4 $3.18 @$3.00
Nov. 10, 2021 AC 7.6 $4.28 @$4.00
Aug. 12, 2021 AC 10.0 $3.96 @$4.00

 
 
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