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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SELLAS Life Sciences Group (SLS) - NASDAQ Next Earnings Date: OS Estimate: Aug. 27, 2026 AC
OS Projected Window: Aug. 24, 2026 to Aug. 29, 2026
EVR: 3.5
Avg Daily Volume: 6,590,007    Market Cap: 800.9M
Sector: None    Short Interest: 31.54
Live Interactive Chart
Days to Next Earnings: 98 Days

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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
May 12, 2026 AC 3.2 $5.22 @$5.00 $1.43
($5.22)
28.6% 28.73% O 25.09% I $6.53 $2.12
( $6.53 )
48.25%
March 19, 2026 AC 3.3 $5.20 @$5.00 $1.38
($5.20)
27.6% -8.65% I -8.46% I $4.76 $1.30
( $4.76 )
-5.8%
Nov. 12, 2025 AC 3.5 $1.49 @$1.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 12, 2025 AC 4.4 $1.61 @$1.50
May 13, 2025 AC 4.1 $1.41 @$1.50
March 20, 2025 AC 4.4 $1.21 @$1.00
Nov. 13, 2024 AC 4.8 $1.27 @$1.50
March 28, 2024 AC 5.3 $1.01 @$1.00
Nov. 9, 2023 AC 5.5 $0.91 @$1.00
Aug. 10, 2023 AC 5.8 $1.57 @$2.50

 
 
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