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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ChemoCentryx (CCXI) - NASDAQ Next Earnings Date: OS Estimate: Nov. 8, 2022 AC
OS Projected Window: Nov. 7, 2022 to Nov. 12, 2022
EVR: 3.5
Avg Daily Volume: 2,411,414    Market Cap: 3.71B
Sector: Healthcare    Short Interest: 12.01
Live Interactive Chart
Days to Next Earnings: 45 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 33
Earnings Date 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. 9, 2022 AC $50.79 @$50.00 $0.93
($50.79)
1.86% 0.27% I 0.15% I $50.87 $1.02
( $50.87 )
9.68%
May 5, 2022 AC $15.64 @$15.00 $3.17
($15.64)
21.13% 24.55% O 11.12% I $17.38 $3.15
( $17.38 )
-0.63%
March 1, 2022 AC $29.46 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 9, 2021 AC $38.02 @$40.00
Aug. 9, 2021 AC $14.60 @$15.00
April 29, 2021 AC $45.00 @$45.00
March 1, 2021 AC $68.40 @$70.00
Nov. 9, 2020 AC $57.98 @$60.00
Aug. 10, 2020 AC $55.72 @$55.00
May 11, 2020 AC $55.94 @$55.00

 
 
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