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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Celldex Therapeutics (CLDX) - NASDAQ Next Earnings Date: OS Estimate: Aug. 20, 2025 AC
OS Projected Window: Aug. 18, 2025 to Aug. 23, 2025
EVR: 3.1
Avg Daily Volume: 978,819    Market Cap: 1.7B
Sector: Healthcare    Short Interest: 11.72
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Days to Next Earnings: 5 Days

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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. 7, 2025 AC 3.2 $21.21 @$21.00 $3.35
($21.21)
15.95% -5.23% I -2.59% I $20.66 $2.17
( $20.66 )
-35.22%
May 8, 2025 AC 3.6 $19.52 @$20.00 $2.50
($19.52)
12.5% -6.76% I -6.09% I $18.33 $1.25
( $18.33 )
-50.0%
Feb. 27, 2025 AC 4.0 $20.31 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 6, 2024 AC 4.2 $27.63 @$30.00
Aug. 8, 2024 AC 4.2 $32.71 @$35.00
May 2, 2024 BO 4.5 $39.35 @$40.00
Feb. 26, 2024 BO 3.8 $37.75 @$40.00
Nov. 2, 2023 AC 3.6 $24.01 @$25.00
Aug. 8, 2023 AC 3.4 $32.41 @$32.00
May 4, 2023 AC 3.5 $31.49 @$31.00

 
 
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