Optionslam.com

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

 
Celldex Therapeutics (CLDX) - NASDAQ Next Earnings Date: OS Estimate: Aug. 6, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 2.5
Avg Daily Volume: 1,039,726    Market Cap: 2.2B
Sector: Healthcare    Short Interest: 12.48
Live Interactive Chart
Days to Next Earnings: 85 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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
May 7, 2026 AC 2.7 $33.32 @$33.00 $2.95
($33.32)
8.94% 4.86% I 1.95% I $33.97 $0.90
( $33.97 )
-69.49%
Feb. 25, 2026 AC 3.0 $30.82 @$31.00 $2.75
($30.82)
8.87% -3.17% I -0.58% I $30.64 $3.78
( $30.64 )
37.45%
Nov. 10, 2025 AC 3.1 $22.67 @$23.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 7, 2025 AC 3.2 $21.21 @$21.00
May 8, 2025 AC 3.6 $19.52 @$20.00
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

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