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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CAE Inc. (CAE) - NYSE Next Earnings Date: OS Estimate: Aug. 14, 2025 AC
OS Projected Window: Aug. 11, 2025 to Aug. 16, 2025
EVR: 3.4
Avg Daily Volume: 572,071    Market Cap: 8.0B
Sector: Industrial Goods    Short Interest: 1.04
Live Interactive Chart
Days to Next Earnings: 64 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 21
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 13, 2025 AC 3.4 $25.99 @$25.00 $2.70
($25.99)
10.8% -8.11% I -5.46% I $24.57 $0.62
( $24.57 )
-77.04%
Feb. 13, 2025 AC 3.0 $23.51 @$22.50 $2.20
($23.51)
9.78% 17.48% O 13.9% O $26.78 $5.25
( $26.78 )
138.64%
Nov. 12, 2024 AC 2.8 $19.33 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 14, 2024 BO 2.9 $16.76 @$17.50
May 28, 2024 BO 3.1 $18.65 @$17.50
Feb. 14, 2024 BO 3.1 $20.92 @$20.00
Nov. 14, 2023 BO 3.2 $21.92 @$22.50
Aug. 9, 2023 BO 3.0 $22.08 @$22.50
May 31, 2023 BO 2.9 $22.01 @$22.50
Feb. 14, 2023 BO 2.8 $22.62 @$22.50

 
 
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