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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Compugen Ltd. (CGEN) - NASDAQ Next Earnings Date: Estimated on Nov. 9, 2026
OS Projected Window: Nov. 9, 2026 to Nov. 14, 2026
EVR: 3.9
Avg Daily Volume: 207,538    Market Cap: 185.3M
Sector: Healthcare    Short Interest: 2.49
Live Interactive Chart
Days to Next Earnings: 19 Days
Implied Move Monthly: 27.10%       Expires on: Nov. 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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. 9, 2026 BO None $0.00 @$2.50 $0.58
($2.14)
27.1% -None% -None% $0.00 $0.00
( N/A )
None%
Aug. 3, 2026 BO 3.9 $2.35 @$2.50 $0.38
($2.35)
15.2% -7.65% I 1.27% I $2.38 $0.33
( $2.38 )
-13.16%
May 18, 2026 BO 3.9 $2.75 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 2, 2026 BO 3.3 $1.81 @$2.50
Nov. 10, 2025 BO 3.4 $1.62 @$2.50
Aug. 6, 2025 BO 3.6 $1.46 @$2.50
May 19, 2025 BO 4.0 $1.39 @$2.50
March 4, 2025 BO 4.2 $1.81 @$2.50
Nov. 12, 2024 BO 4.1 $1.74 @$2.50
March 5, 2024 BO 4.0 $2.95 @$2.50

 
 
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