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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cerus Corporation (CERS) - NASDAQ Next Earnings Date: Estimated on May 2, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 5.4
Avg Daily Volume: 1,980,945    Market Cap: 335.37M
Sector: Healthcare    Short Interest: 2.56
Live Interactive Chart
Days to Next Earnings: 13 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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
March 5, 2024 AC 4.7 $1.99 @$2.00 $0.25
($1.99)
12.5% 29.64% O 21.6% O $2.42 $0.62
( $2.42 )
148.0%
Nov. 2, 2023 AC 4.5 $1.59 @$2.00 $0.45
($1.59)
22.5% 16.35% I 8.8% I $1.73 $0.50
( $1.73 )
11.11%
Aug. 2, 2023 AC 4.1 $2.98 @$3.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 4, 2023 AC 4.0 $2.31 @$2.00
Feb. 28, 2023 AC 3.8 $2.86 @$3.00
Nov. 3, 2022 AC 3.9 $3.38 @$3.00
Aug. 4, 2022 AC 3.9 $5.82 @$6.00
May 5, 2022 AC 4.0 $4.80 @$5.00
Feb. 22, 2022 AC 4.2 $5.25 @$5.00
Nov. 2, 2021 AC 3.7 $6.69 @$7.00

 
 
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