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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cassava Sciences (SAVA) - NASDAQ Next Earnings Date: OS Estimate: May 20, 2026 BO
OS Projected Window: May 18, 2026 to May 23, 2026
EVR: 3.1
Avg Daily Volume: 483,732    Market Cap: 79.2M
Sector: Health Care    Short Interest: 14.41
Live Interactive Chart
Days to Next Earnings: 35 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 22
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 12, 2026 BO 3.0 $2.09 @$2.50 $0.57
($2.38)
23.95% -6.69% I -6.69% I $1.95 $0.00
( N/A )
None%
March 9, 2026 BO 3.3 $2.03 @$2.00 $0.47
($2.03)
23.5% 5.41% I 4.43% I $2.12 $0.24
( $2.12 )
-48.94%
Nov. 12, 2025 BO 3.3 $3.11 @$3.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 14, 2025 BO 3.5 $2.28 @$2.50
Aug. 11, 2025 AC 3.5 $2.25 @$2.00
May 8, 2025 BO 3.4 $1.56 @$1.50
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

 
 
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