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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
China Automotive Systems (CAAS) - NASDAQ Next Earnings Date: Estimated on March 27, 2026
OS Projected Window: March 30, 2026 to April 4, 2026
EVR: 2.8
Avg Daily Volume: 24,589    Market Cap: 134.9M
Sector: Consumer Goods    Short Interest: 0.13
Live Interactive Chart
Days to Next Earnings: 17 Days
Implied Move Monthly: 23.50%       Expires on: April 17, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
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
March 27, 2026 BO None $0.00 @$5.00 $0.98
($4.17)
23.5% -None% -None% $0.00 $0.00
( N/A )
None%
Nov. 12, 2025 BO 2.9 $4.17 @$5.00 $1.55
($4.17)
31.0% 9.11% I 6.71% I $4.45 $0.85
( $4.45 )
-45.16%
Aug. 13, 2025 BO 3.1 $4.13 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 14, 2025 BO 3.2 $4.12 @$5.00
March 28, 2025 BO 3.1 $5.26 @$5.00
Nov. 13, 2024 BO 3.4 $4.62 @$5.00
March 28, 2024 BO 3.5 $3.37 @$2.50
Nov. 10, 2023 BO 3.7 $3.43 @$2.50
Aug. 11, 2023 BO 4.0 $5.28 @$5.00
May 12, 2023 BO 4.0 $4.70 @$5.00

 
 
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