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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cellectis S.A. (CLLS) - NASDAQ Next Earnings Date: OS Estimate: Jan. 21, 2026 AC
OS Projected Window: Jan. 19, 2026 to Jan. 24, 2026
EVR: 3.5
Avg Daily Volume: 149,085    Market Cap: 216.8M
Sector: None    Short Interest: 0.52
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Days to Next Earnings: 80 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 35
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. 7, 2025 AC 3.1 $3.19 @$2.50 $1.55
($3.19)
62.0% 16.3% I 11.28% I $3.55 $2.50
( $3.55 )
61.29%
Aug. 4, 2025 AC 2.8 $3.02 @$2.50 $0.67
($3.02)
26.8% -16.88% I -16.22% I $2.53 $0.40
( $2.53 )
-40.3%
May 12, 2025 AC 2.9 $1.51 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 13, 2025 AC 2.7 $1.29 @$2.50
Aug. 5, 2024 AC 2.8 $2.04 @$2.50
May 28, 2024 AC 2.7 $2.78 @$2.50
Nov. 6, 2023 AC 2.4 $2.76 @$2.50
Aug. 3, 2023 AC 2.5 $1.95 @$2.50
May 4, 2023 AC 2.6 $1.88 @$2.50
March 8, 2023 AC 2.6 $2.16 @$2.50

 
 
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