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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cellebrite DI Ltd. (CLBT) - NASDAQ Next Earnings Date: OS Estimate: May 13, 2026 BO
OS Projected Window: May 11, 2026 to May 16, 2026
EVR: 4.5
Avg Daily Volume: 2,232,757    Market Cap: 4.4B
Sector: None    Short Interest: 2.64
Live Interactive Chart
Days to Next Earnings: 71 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 18
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
Feb. 11, 2026 BO 4.7 $14.94 @$15.00 $2.02
($14.94)
13.47% -6.15% I -4.55% I $14.26 $1.25
( $14.26 )
-38.12%
Nov. 12, 2025 AC 4.2 $15.97 @$15.00 $2.83
($15.97)
18.87% 25.1% O 20.72% O $19.28 $3.65
( $19.28 )
28.98%
Aug. 14, 2025 BO 4.0 $13.99 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 14, 2025 BO 3.8 $20.12 @$20.00
Feb. 13, 2025 BO 3.8 $24.92 @$25.00
Nov. 6, 2024 BO 3.8 $19.15 @$20.00
Aug. 15, 2024 BO 3.5 $13.94 @$15.00
May 23, 2024 BO 3.8 $11.61 @$12.50
Feb. 15, 2024 BO 3.7 $9.68 @$10.00
Nov. 14, 2023 BO 3.7 $7.54 @$7.50

 
 
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