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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Compugen Ltd. (CGEN) - NASDAQ Next Earnings Date: OS Estimate: Nov. 12, 2025 BO
OS Projected Window: Nov. 10, 2025 to Nov. 15, 2025
EVR: 3.4
Avg Daily Volume: 229,836    Market Cap: 127.6M
Sector: Healthcare    Short Interest: 1.5
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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. 6, 2025 BO 3.6 $1.46 @$2.50 $1.05
($1.46)
42.0% 2.05% I 0.0% I $1.46 $1.02
( $1.46 )
-2.86%
May 19, 2025 BO 4.0 $1.39 @$2.50 $1.10
($1.39)
44.0% -6.47% I 0.0% I $1.39 $1.30
( $1.39 )
18.18%
March 4, 2025 BO 4.2 $1.81 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 12, 2024 BO 4.1 $1.74 @$2.50
March 5, 2024 BO 4.0 $2.95 @$2.50
Nov. 7, 2023 BO 3.9 $0.72 @$2.50
Aug. 7, 2023 BO 3.9 $1.12 @$2.50
May 15, 2023 BO 3.6 $0.74 @$2.50
Feb. 27, 2023 BO 3.9 $0.75 @$2.50
Nov. 14, 2022 BO 3.9 $0.92 @$2.50

 
 
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