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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Calix (CALX) - NYSE Next Earnings Date: OS Estimate: July 23, 2024 AC
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 4.9
Avg Daily Volume: 790,096    Market Cap: 1.86B
Sector: Technology    Short Interest: 7.95
Live Interactive Chart
Days to Next Earnings: 61 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 40
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
April 22, 2024 AC 4.9 $29.56 @$30.00 $4.20
($29.56)
14.0% -9.47% I -5.17% I $28.03 $2.55
( $28.03 )
-39.29%
Jan. 29, 2024 AC 4.3 $44.35 @$45.00 $5.92
($44.35)
13.16% -28.65% O -25.7% O $32.95 $12.65
( $32.95 )
113.68%
Oct. 23, 2023 AC 4.1 $42.58 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 19, 2023 AC 4.3 $48.99 @$50.00
April 19, 2023 AC 4.4 $48.47 @$50.00
Jan. 25, 2023 AC 4.6 $57.95 @$60.00
Oct. 24, 2022 AC 4.5 $60.34 @$60.00
July 25, 2022 AC 4.4 $44.32 @$45.00
April 25, 2022 AC 4.5 $39.62 @$40.00
Jan. 26, 2022 AC 4.9 $41.03 @$40.00

 
 
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