Earnings volatility research
CAPR · Capricor Therapeutics, Inc.
No verified earnings events are stored for CAPR in this environment.
Observed earnings moves6History through Oct 7, 2026
Mean absolute actual move15.9%6 observed events · not a forecast
Actual exceeded priced move25.0%1 of 4 paired observations
Options evidence coverageUnavailableNo stored options snapshot
Historical absolute moves are measured outcomes, not predicted returns. Missing implied moves are excluded only from paired comparisons. Inspect events and sources · Inspect stored contracts
No reviewed research is available for CAPR yet
Coverage and research availability are separate datasets.
Next verified eventNot stored yet
Days to next eventUnavailable
Research window7–35 days before earnings, plus T-1
Why no researchNo upcoming verified earnings date is stored for this ticker yet
Calendar sourceVerified earnings calendar
Until the provider verifies the next earnings date, there is nothing to evaluate. This page reports the gap rather than guessing a date.
Past events · reconstructed
Historical reconstruction for CAPR
Observed outcomes from 6 earnings events (Nov 13, 2024 – Aug 13, 2026). These events have already been reported · modeled strategy results.
Realized move versus what was implied
Implied move is the pre-event ATM straddle estimate; realized move is the observed post-earnings move.
Updated Oct 7, 2026
Loading graph — the exact table is available below.
2024-11-13Realized move 9.3436%Implied move 11.7403%Signed actual 9.3436% · Reconstructed · 7 IV checkpointsUpdated Oct 7, 2026
Exact data table
| Observation | Realized move (%) | Implied move (%) | Context | Updated |
|---|---|---|---|---|
| 9.3436% | 11.7403% | Signed actual 9.3436% · Reconstructed · 7 IV checkpoints | Updated Oct 7, 2026 | |
| 5.0685% | 15.1195% | Signed actual 5.0685% · Reconstructed · 7 IV checkpoints | Updated Oct 7, 2026 | |
| 2.8133% | Unavailable | Signed actual 2.8133% · Reconstructed · 7 IV checkpoints | Updated Oct 7, 2026 | |
| 11.5108% | Unavailable | Signed actual 11.5108% · Reconstructed · 7 IV checkpoints | Updated Oct 7, 2026 | |
| 8.7373% | 16.1603% | Signed actual -8.7373% · Reconstructed · 8 IV checkpoints | Updated Oct 7, 2026 | |
| 57.9572% | 38.1862% | Signed actual 57.9572% · Reconstructed · 8 IV checkpoints | Updated Oct 7, 2026 |
Exact-contract strategy reconstruction
| Structure | Reconstructed runs | Profitable | Average return on max loss | Best | Worst |
|---|---|---|---|---|---|
| Long Straddle | 4 | 0 / 4 | -18.9% | -1.1% | -57.4% |
| Long Strangle | 3 | 1 / 3 | -23.0% | 61.2% | -86.6% |
Historical examples
Example trades, payoff and risk
Past structural simulations · modeled fills · not historical recommendations.
Long Straddle
Did not clear entry filters- Modeled entry debit
- $276.25
- Payoff max loss
- -$276.25
- Payoff max profit
- Unbounded
- Modeled exit P&L
- -$136.35-57.4% on stored risk basis $237.50
Entry Jul 30, 2026 → Exit Aug 12, 2026. Payoff is a scenario; exit P&L uses the stored exit fills. Payoff uses modeled entry premiums before commissions.
Update time unavailable
Loading graph — the exact table is available below.
$1.2375Expiration P/L -$0.00Update time unavailable
Event / reference markers
- Entry spot: $4.19
- Expiry breakeven $1.2375: $1.2375
- Expiry breakeven $6.7625: $6.7625
- buy call strike $4.00: $4.00
- buy put strike $4.00: $4.00
Exact data table
| Observation | Expiration P/L (USD) | Context | Updated |
|---|---|---|---|
| -$0.00 | Update time unavailable | ||
| -$85.75 | Update time unavailable | ||
| -$89.94 | Update time unavailable | ||
| -$94.13 | Update time unavailable | ||
| -$98.32 | Update time unavailable | ||
| -$102.51 | Update time unavailable | ||
| -$106.70 | Update time unavailable | ||
| -$110.89 | Update time unavailable | ||
| -$115.08 | Update time unavailable | ||
| -$119.27 | Update time unavailable | ||
| -$123.46 | Update time unavailable | ||
| -$127.65 | Update time unavailable | ||
| -$131.84 | Update time unavailable | ||
| -$136.03 | Update time unavailable | ||
| -$140.22 | Update time unavailable | ||
| -$144.41 | Update time unavailable | ||
| -$148.60 | Update time unavailable | ||
| -$152.79 | Update time unavailable | ||
| -$156.98 | Update time unavailable | ||
| -$161.17 | Update time unavailable | ||
| -$165.36 | Update time unavailable | ||
| -$169.55 | Update time unavailable | ||
| -$173.74 | Update time unavailable | ||
| -$177.93 | Update time unavailable | ||
| -$182.12 | Update time unavailable | ||
| -$186.31 | Update time unavailable | ||
| -$190.50 | Update time unavailable | ||
| -$194.69 | Update time unavailable | ||
| -$198.88 | Update time unavailable | ||
| -$203.07 | Update time unavailable | ||
| -$207.26 | Update time unavailable | ||
| -$211.45 | Update time unavailable | ||
| -$215.64 | Update time unavailable | ||
| -$219.83 | Update time unavailable | ||
| -$224.02 | Update time unavailable | ||
| -$228.21 | Update time unavailable | ||
| -$232.40 | Update time unavailable | ||
| -$236.59 | Update time unavailable | ||
| -$240.78 | Update time unavailable | ||
| -$244.97 | Update time unavailable | ||
| -$249.16 | Update time unavailable | ||
| -$253.35 | Update time unavailable | ||
| -$257.54 | Update time unavailable | ||
| -$261.73 | Update time unavailable | ||
| -$265.92 | Update time unavailable | ||
| -$270.11 | Update time unavailable | ||
| -$274.30 | Update time unavailable | ||
| -$276.25 | Update time unavailable | ||
| -$274.01 | Update time unavailable | ||
| -$269.82 | Update time unavailable | ||
| -$265.63 | Update time unavailable | ||
| -$261.44 | Update time unavailable | ||
| -$257.25 | Update time unavailable | ||
| -$257.25 | Entry spot reference | Update time unavailable | |
| -$253.06 | Update time unavailable | ||
| -$248.87 | Update time unavailable | ||
| -$244.68 | Update time unavailable | ||
| -$240.49 | Update time unavailable | ||
| -$236.30 | Update time unavailable | ||
| -$232.11 | Update time unavailable | ||
| -$227.92 | Update time unavailable | ||
| -$223.73 | Update time unavailable | ||
| -$219.54 | Update time unavailable | ||
| -$215.35 | Update time unavailable | ||
| -$211.16 | Update time unavailable | ||
| -$206.97 | Update time unavailable | ||
| -$202.78 | Update time unavailable | ||
| -$198.59 | Update time unavailable | ||
| -$194.40 | Update time unavailable | ||
| -$190.21 | Update time unavailable | ||
| -$186.02 | Update time unavailable | ||
| -$181.83 | Update time unavailable | ||
| -$177.64 | Update time unavailable | ||
| -$173.45 | Update time unavailable | ||
| -$169.26 | Update time unavailable | ||
| -$165.07 | Update time unavailable | ||
| -$160.88 | Update time unavailable | ||
| -$156.69 | Update time unavailable | ||
| -$152.50 | Update time unavailable | ||
| -$148.31 | Update time unavailable | ||
| -$144.12 | Update time unavailable | ||
| -$139.93 | Update time unavailable | ||
| -$135.74 | Update time unavailable | ||
| -$131.55 | Update time unavailable | ||
| -$127.36 | Update time unavailable | ||
| -$123.17 | Update time unavailable | ||
| -$118.98 | Update time unavailable | ||
| -$114.79 | Update time unavailable | ||
| -$110.60 | Update time unavailable | ||
| -$106.41 | Update time unavailable | ||
| -$102.22 | Update time unavailable | ||
| -$98.03 | Update time unavailable | ||
| -$93.84 | Update time unavailable | ||
| -$89.65 | Update time unavailable | ||
| -$85.46 | Update time unavailable | ||
| -$81.27 | Update time unavailable | ||
| -$77.08 | Update time unavailable | ||
| -$72.89 | Update time unavailable | ||
| -$68.70 | Update time unavailable | ||
| -$64.51 | Update time unavailable | ||
| -$60.32 | Update time unavailable | ||
| -$56.13 | Update time unavailable | ||
| -$51.94 | Update time unavailable | ||
| -$47.75 | Update time unavailable | ||
| -$0.00 | Update time unavailable |
| Side / quantity | Contract | Strike / expiry | Entry fill | Exit fill |
|---|---|---|---|---|
| BUY × 1 | CAPR260821C00004000 | $4.00 call · 2026-08-21 | $1.73 | $0.70 |
| BUY × 1 | CAPR260821P00004000 | $4.00 put · 2026-08-21 | $1.04 | $0.73 |
Breakevens: $1.24 / $6.76. Short legs may carry assignment risk; expiry payoff excludes early exercise.
Stored costs: $0.65 / contract / side · slippage 25.0% of spread / fillExample methodology and limitations
25 quote gaps · Record hist_CAPR_52b31987f104a246 · Historical methodology
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