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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Centessa Pharmaceuticals plc (CNTA) - NASDAQ Next Earnings Date: OS Estimate: Aug. 11, 2026 BO
OS Projected Window: Aug. 10, 2026 to Aug. 15, 2026
EVR: 4.3
Avg Daily Volume: 4,010,047    Market Cap: 5.9B
Sector: None    Short Interest: 2.32
Live Interactive Chart
Days to Next Earnings: 90 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 15
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
March 31, 2026 BO 2.7 $27.58 @$30.00 $8.00
($27.58)
26.67% 45.97% O 44.01% O $39.72 $9.83
( $39.72 )
22.88%
March 30, 2026 BO 2.8 $28.70 @$30.00 $7.00
($28.70)
23.33% -4.77% I -3.9% I $27.58 $8.00
( $27.58 )
14.29%
March 27, 2026 BO 3.0 $29.40 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 5, 2025 BO 2.1 $23.74 @$22.50
Aug. 12, 2025 BO 2.2 $16.61 @$17.50
May 14, 2025 BO 2.3 $12.46 @$12.50
March 24, 2025 BO 2.3 $15.75 @$15.00
Nov. 12, 2024 BO 2.3 $16.73 @$17.50
Aug. 13, 2024 BO 2.4 $10.55 @$10.00
March 28, 2024 AC 2.2 $11.30 @$12.50

 
 
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