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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
TELA Bio (TELA) - NASDAQ Next Earnings Date: OS Estimate: Nov. 5, 2025 AC
OS Projected Window: Nov. 3, 2025 to Nov. 8, 2025
EVR: 6.8
Avg Daily Volume: 74,748    Market Cap: 79.1M
Sector: None    Short Interest: 1.28
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 10
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. 11, 2025 AC 6.4 $1.86 @$2.50 $1.65
($1.86)
66.0% -24.73% I -13.97% I $1.60 $1.85
( $1.60 )
12.12%
May 8, 2025 AC 6.9 $0.99 @$2.50 $1.90
($0.99)
76.0% 13.13% I 9.09% I $1.08 $2.92
( $1.08 )
53.68%
March 20, 2025 AC 5.4 $2.34 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 11, 2023 AC 6.6 $9.96 @$10.00
March 21, 2023 AC 1.2 $10.49 @$10.00

 
 
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