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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
TELA Bio (TELA) - NASDAQ Next Earnings Date: Estimated on March 26, 2026
OS Projected Window: April 20, 2026 to April 25, 2026
EVR: 6.7
Avg Daily Volume: 250,218    Market Cap: 36.2M
Sector: None    Short Interest: 1.6
Live Interactive Chart
Days to Next Earnings: 16 Days
Implied Move Monthly: 138.97%       Expires on: April 17, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 12
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 26, 2026 AC None $0.00 @$2.50 $1.23
($0.89)
138.97% -None% -None% $0.00 $0.00
( N/A )
None%
Nov. 13, 2025 AC 6.8 $1.11 @$2.50 $2.45
($1.11)
98.0% -16.21% I -9.9% I $1.00 $2.45
( $0.00 )
0.0%
Aug. 11, 2025 AC 6.4 $1.86 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 8, 2025 AC 6.9 $0.99 @$2.50
March 20, 2025 AC 5.4 $2.34 @$2.50
Nov. 7, 2024 AC 5.7 $2.99 @$2.50
May 9, 2024 AC 5.3 $4.94 @$5.00
March 21, 2024 AC 5.7 $5.35 @$5.00
Nov. 9, 2023 AC 4.9 $5.73 @$5.00
Aug. 9, 2023 AC 6.0 $9.07 @$10.00

 
 
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