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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
China Automotive Systems (CAAS) - NASDAQ Next Earnings Date: Estimated on May 10, 2024
OS Projected Window: May 13, 2024 to May 18, 2024
EVR: 3.4
Avg Daily Volume: 40,606    Market Cap: 97.50M
Sector: Consumer Goods    Short Interest: 0.09
Live Interactive Chart
Days to Next Earnings: 3 Days
Implied Move Monthly: 26.44%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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
May 10, 2024 BO None $0.00 @$2.50 $0.92
($3.48)
26.44% -None% I -None% I $0.00 $0.00
( N/A )
None%
March 28, 2024 BO 3.5 $3.37 @$2.50 $0.65
($3.37)
26.0% 7.71% I 5.34% I $3.55 $1.12
( $3.55 )
72.31%
Nov. 10, 2023 BO 3.7 $3.43 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 11, 2023 BO 4.0 $5.28 @$5.00
May 12, 2023 BO 4.0 $4.70 @$5.00
March 30, 2023 BO 3.5 $6.04 @$5.00
Nov. 14, 2022 BO 3.4 $4.00 @$5.00
Aug. 12, 2022 BO 3.6 $2.99 @$2.50
May 23, 2022 BO 3.6 $2.90 @$2.50
March 30, 2022 BO 3.6 $3.19 @$2.50

 
 
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