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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cassava Sciences (SAVA) - NASDAQ Next Earnings Date: OS Estimate: Oct. 22, 2025 BO
OS Projected Window: Oct. 20, 2025 to Oct. 25, 2025
EVR: 3.3
Avg Daily Volume: 757,926    Market Cap: 110.1M
Sector: Health Care    Short Interest: 13.08
Live Interactive Chart
Days to Next Earnings: 72 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 19
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
Aug. 14, 2025 BO 3.5 $2.28 @$2.50 $0.62
($2.28)
24.8% 6.57% I 5.7% I $2.41 $0.52
( $2.41 )
-16.13%
Aug. 11, 2025 AC 3.5 $2.25 @$2.00 $0.58
($2.25)
29.0% 5.77% I 3.11% I $2.32 $0.60
( $2.32 )
3.45%
May 8, 2025 BO 3.4 $1.56 @$1.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 3, 2025 BO 2.9 $2.40 @$2.50
Nov. 7, 2024 BO 2.9 $26.57 @$26.50
Aug. 7, 2024 AC 2.4 $30.20 @$30.00
May 10, 2024 AC 2.8 $20.23 @$20.00
Feb. 28, 2024 BO 2.7 $23.00 @$23.00
Nov. 7, 2023 BO 2.8 $21.38 @$21.50
Aug. 3, 2023 BO 3.2 $20.98 @$21.00

 
 
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