Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Coherus BioSciences (CHRS) - NASDAQ Next Earnings Date: Estimated on May 10, 2024
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 5.3
Avg Daily Volume: 2,834,483    Market Cap: 247.23M
Sector: Healthcare    Short Interest: 26.04
Live Interactive Chart
Days to Next Earnings: 43 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 34
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 13, 2024 AC 5.3 $2.30 @$2.00 $0.93
($2.30)
46.5% 10.86% I -5.65% I $2.17 $0.72
( $2.17 )
-22.58%
Nov. 6, 2023 AC 4.5 $3.54 @$4.00 $0.88
($3.54)
22.0% -31.07% O -30.22% O $2.47 $1.55
( $2.47 )
76.14%
Aug. 2, 2023 AC 4.0 $4.34 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 8, 2023 AC 3.1 $8.14 @$7.50
March 6, 2023 AC 3.1 $6.77 @$7.50
Nov. 8, 2022 AC 3.1 $7.99 @$7.50
Aug. 4, 2022 AC 2.9 $10.58 @$10.00
May 5, 2022 AC 3.1 $8.82 @$10.00
Feb. 17, 2022 AC 3.2 $12.85 @$12.50
Nov. 8, 2021 AC 3.6 $17.51 @$17.50

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US