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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
China Automotive Systems (CAAS) - NASDAQ Next Earnings Date: OS Estimate: Nov. 11, 2026 BO
OS Projected Window: Nov. 9, 2026 to Nov. 14, 2026
EVR: 1.5
Avg Daily Volume: 32,714    Market Cap: 139.4M
Sector: Consumer Cyclical    Short Interest: 0.15
Live Interactive Chart
Days to Next Earnings: 35 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 62
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. 13, 2026 BO 1.4 $4.56 @$5.00 $0.75
($4.56)
15.0% 10.74% I 3.28% I $4.71 $0.47
( $4.71 )
-37.33%
April 22, 2026 BO 1.3 $4.28 @$5.00 $1.02
($4.28)
20.4% 7.0% I 5.84% I $4.53 $0.72
( $4.53 )
-29.41%
April 13, 2026 AC 1.5 $4.18 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 10, 2026 AC 1.6 $4.22 @$5.00
April 6, 2026 AC 1.8 $4.18 @$5.00
April 2, 2026 AC 2.0 $4.18 @$5.00
March 31, 2026 BO 2.4 $4.20 @$5.00
March 30, 2026 BO 2.6 $4.22 @$5.00
March 27, 2026 BO 2.8 $4.24 @$5.00
Nov. 12, 2025 BO 2.9 $4.17 @$5.00

 
 
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