Optionslam.com

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

 
Cassava Sciences (SAVA) - NASDAQ Next Earnings Date: OS Estimate: Aug. 5, 2025 BO
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 3.5
Avg Daily Volume: 1,077,412    Market Cap: 109.2M
Sector: Health Care    Short Interest: 31.93
Live Interactive Chart
Days to Next Earnings: 58 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 17
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 8, 2025 BO 3.4 $1.56 @$1.50 $0.23
($1.56)
15.33% 8.97% I 8.97% I $1.70 $0.26
( $1.70 )
13.04%
March 3, 2025 BO 3.0 $2.40 @$2.50 $0.48
($2.40)
19.2% 20.41% O 3.33% I $2.48 $0.46
( $2.48 )
-4.17%
Nov. 7, 2024 BO 3.1 $26.57 @$26.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 7, 2024 AC 2.3 $30.20 @$30.00
May 10, 2024 AC None $0.00 @$20.00
Feb. 28, 2024 BO 2.3 $23.00 @$23.00
Nov. 7, 2023 BO 2.4 $21.38 @$21.50
Aug. 3, 2023 BO 2.6 $20.98 @$21.00
May 1, 2023 BO 2.8 $23.22 @$23.00
Feb. 28, 2023 BO 3.1 $24.78 @$25.00

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