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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Caterpillar (CAT) - NYSE Next Earnings Date: OS Estimate: July 31, 2024 BO
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 2.4
Avg Daily Volume: 2,549,628    Market Cap: 189.41B
Sector: Industrial Goods    Short Interest: 2.9
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 56
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 25, 2024 BO 2.3 $363.52 @$362.50 $25.62
($363.52)
7.07% -9.13% O -7.02% I $338.00 $27.15
( $338.00 )
5.97%
Feb. 5, 2024 BO 2.3 $315.09 @$315.00 $19.85
($315.09)
6.3% 6.27% I 2.0% I $321.40 $14.20
( $321.40 )
-28.46%
Oct. 31, 2023 BO 2.2 $242.16 @$242.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 1, 2023 BO 2.0 $265.17 @$265.00
April 27, 2023 BO 1.9 $216.19 @$215.00
Jan. 31, 2023 BO 1.9 $261.50 @$262.50
Oct. 27, 2022 BO 1.6 $196.96 @$197.50
Aug. 2, 2022 BO 1.5 $194.86 @$195.00
April 28, 2022 BO 1.4 $213.96 @$215.00
Jan. 28, 2022 BO 1.4 $212.17 @$212.50

 
 
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