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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CytomX Therapeutics (CTMX) - NASDAQ Next Earnings Date: Estimated on May 7, 2024
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 4.0
Avg Daily Volume: 1,517,549    Market Cap: 142.89M
Sector: None    Short Interest: 2.46
Live Interactive Chart
Days to Next Earnings: 40 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 25
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 11, 2024 AC 3.4 $2.51 @$2.50 $0.60
($2.51)
24.0% -23.9% I -14.34% I $2.15 $0.60
( $2.15 )
0.0%
May 9, 2023 AC 3.6 $1.72 @$2.50 $0.77
($1.72)
30.8% 10.46% I 5.81% I $1.82 $0.65
( $1.82 )
-15.58%
March 27, 2023 AC 3.2 $1.79 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 8, 2022 AC 3.5 $1.23 @$2.50
Aug. 4, 2022 AC 3.8 $1.63 @$2.50
May 5, 2022 AC 3.9 $1.61 @$2.50
March 1, 2022 AC 3.5 $3.54 @$2.50
Nov. 4, 2021 AC 3.7 $5.98 @$5.00
Aug. 5, 2021 AC 3.8 $5.79 @$5.00
May 6, 2021 AC 3.9 $8.15 @$7.50

 
 
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