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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Kaman Corporation (KAMN) - NYSE Next Earnings Date: N/A
EVR: 2.1
Avg Daily Volume: 295,902    Market Cap: 1.30B
Sector: Industrial Goods    Short Interest: 4.08
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
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
Feb. 22, 2024 AC 2.3 $45.54 @$45.00 $2.40
($45.54)
5.33% 0.32% I -0.08% I $45.50 $2.40
( $45.50 )
0.0%
Nov. 1, 2023 AC 2.4 $18.55 @$17.50 $1.68
($18.55)
9.6% 4.25% I 4.15% I $19.32 $2.65
( $19.32 )
57.74%
Aug. 2, 2023 AC 2.3 $22.26 @$22.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 2, 2023 AC 2.1 $21.74 @$22.50
Feb. 23, 2023 AC 2.2 $25.62 @$25.00
Aug. 4, 2022 AC 2.2 $31.31 @$30.00
May 2, 2022 AC 2.1 $38.20 @$40.00
Feb. 24, 2022 AC 2.2 $42.02 @$40.00
Nov. 2, 2021 AC 2.2 $36.31 @$35.00
Aug. 5, 2021 AC 2.2 $41.30 @$40.00

 
 
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