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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
TELA Bio (TELA) - NASDAQ Next Earnings Date: OS Estimate: Nov. 12, 2026 AC
OS Projected Window: Nov. 9, 2026 to Nov. 14, 2026
EVR: 6.5
Avg Daily Volume: 252,475    Market Cap: 30.0M
Sector: Healthcare    Short Interest: 1.69
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 14
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. 10, 2026 AC 6.3 $0.93 @$2.50 $2.45
($0.93)
98.0% -18.27% I -15.05% I $0.79 $2.50
( $0.79 )
2.04%
May 12, 2026 AC 6.9 $1.02 @$2.50 $1.25
($1.02)
50.0% -11.76% I -5.88% I $0.96 $1.25
( $0.96 )
0.0%
March 24, 2026 AC 6.7 $0.76 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 13, 2025 AC 6.8 $1.11 @$2.50
Aug. 11, 2025 AC 6.4 $1.86 @$2.50
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

 
 
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