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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cerus Corporation (CERS) - NASDAQ Next Earnings Date: OS Estimate: Aug. 5, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 7.1
Avg Daily Volume: 2,224,932    Market Cap: 406.8M
Sector: Healthcare    Short Interest: 5.59
Live Interactive Chart
Days to Next Earnings: 84 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
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
April 30, 2026 AC 5.4 $2.03 @$2.00 $0.15
($2.03)
7.5% 55.17% O 33.99% O $2.72 $0.75
( $2.72 )
400.0%
March 2, 2026 AC 5.0 $2.53 @$3.00 $0.65
($2.53)
21.67% -25.69% O -15.81% I $2.13 $1.30
( $2.13 )
100.0%
Nov. 6, 2025 AC 4.8 $1.41 @$1.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 5, 2025 AC 5.0 $1.28 @$1.50
May 1, 2025 AC 5.5 $1.30 @$1.50
Feb. 20, 2025 AC 5.5 $1.74 @$1.50
Oct. 30, 2024 AC 5.8 $1.72 @$1.50
Aug. 1, 2024 AC 5.4 $2.04 @$2.00
May 2, 2024 AC 5.4 $1.76 @$2.00
March 5, 2024 AC 4.7 $1.99 @$2.00

 
 
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