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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Codexis (CDXS) - NASDAQ Next Earnings Date: OS Estimate: Nov. 6, 2025 AC
OS Projected Window: Nov. 3, 2025 to Nov. 8, 2025
EVR: 7.5
Avg Daily Volume: 971,331    Market Cap: 271.7M
Sector: Healthcare    Short Interest: 6.17
Live Interactive Chart
Days to Next Earnings: 76 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 38
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, 2025 AC 6.9 $3.05 @$2.50 $0.53
($3.05)
21.2% 26.88% O 1.63% I $3.10 $0.45
( $3.10 )
-15.09%
May 14, 2025 AC 6.7 $2.47 @$2.50 $0.60
($2.47)
24.0% -21.05% I 1.61% I $2.51 $1.15
( $2.51 )
91.67%
Feb. 27, 2025 AC 6.3 $3.93 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 31, 2024 AC 5.9 $3.14 @$2.50
Feb. 28, 2024 AC 5.2 $3.72 @$2.50
Nov. 2, 2023 AC 5.0 $1.80 @$2.50
Aug. 3, 2023 AC 4.7 $3.38 @$2.50
May 4, 2023 AC 3.9 $3.95 @$5.00
Feb. 23, 2023 AC 3.8 $5.49 @$5.00
Nov. 3, 2022 AC 3.8 $5.71 @$5.00

 
 
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