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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Celldex Therapeutics (CLDX) - NASDAQ Next Earnings Date: OS Estimate: March 4, 2026 AC
OS Projected Window: March 2, 2026 to March 7, 2026
EVR: 3.0
Avg Daily Volume: 871,503    Market Cap: 1.7B
Sector: Healthcare    Short Interest: 11.3
Live Interactive Chart
Days to Next Earnings: 69 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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
Nov. 10, 2025 AC 3.1 $22.67 @$23.00 $1.55
($22.67)
6.74% 9.26% O 7.49% O $24.37 $2.48
( $24.37 )
60.0%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 27, 2025 AC 4.0 $20.31 @$20.00
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

 
 
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