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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Compugen Ltd. (CGEN) - NASDAQ Next Earnings Date: OS Estimate: Nov. 11, 2026 BO
OS Projected Window: Nov. 9, 2026 to Nov. 14, 2026
EVR: 3.9
Avg Daily Volume: 297,095    Market Cap: 247.2M
Sector: Healthcare    Short Interest: 2.98
Live Interactive Chart
Days to Next Earnings: 78 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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. 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 $0.50
($2.75)
20.0% 9.81% I 3.99% I $2.86 $0.57
( $2.86 )
14.0%
March 2, 2026 BO 3.3 $1.81 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 7, 2023 BO 3.9 $0.72 @$2.50

 
 
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