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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cassava Sciences (SAVA) - NASDAQ Next Earnings Date: Estimated on May 1, 2024
OS Projected Window: Aug. 5, 2024 to Aug. 10, 2024
EVR: 2.4
Avg Daily Volume: 876,156    Market Cap: 812.63M
Sector: Health Care    Short Interest: 29.54
Live Interactive Chart
Implied Move Weekly: 2.12%       Expires on: May 3, 2024
Implied Move Monthly: 14.49%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 9
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 1, 2024 BO None $0.00 @$22.00 $3.21
($22.15)
14.49% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 28, 2024 BO None $23.00 @$23.00 $2.75
($23.00)
11.96% 10.34% I -0.3% I $22.93 $2.71
( $22.93 )
-1.45%
Nov. 7, 2023 BO 2.3 $21.38 @$21.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2023 BO 2.4 $20.98 @$21.00
May 1, 2023 BO 2.6 $23.22 @$23.00
Feb. 28, 2023 BO 3.0 $24.78 @$25.00
Aug. 3, 2022 BO 2.8 $19.38 @$19.50
May 5, 2022 BO 2.9 $21.11 @$21.00
Nov. 10, 2021 BO 2.6 $78.41 @$80.00

 
 
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