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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
China Automotive Systems (CAAS) - NASDAQ Next Earnings Date: OS Estimate: Nov. 12, 2025 BO
OS Projected Window: Nov. 10, 2025 to Nov. 15, 2025
EVR: 2.9
Avg Daily Volume: 40,959    Market Cap: 122.3M
Sector: Consumer Goods    Short Interest: 0.06
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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, 2025 BO 3.1 $4.13 @$5.00 $1.32
($4.13)
26.4% 3.63% I -0.72% I $4.10 $0.95
( $4.10 )
-28.03%
May 14, 2025 BO 3.2 $4.12 @$5.00 $0.97
($4.12)
19.4% 6.55% I 0.0% I $4.12 $1.05
( $4.12 )
8.25%
March 28, 2025 BO 3.1 $5.26 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
March 30, 2023 BO 3.5 $6.04 @$5.00
Nov. 14, 2022 BO 3.4 $4.00 @$5.00

 
 
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