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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CAE Inc. (CAE) - NYSE Next Earnings Date: OS Estimate: Nov. 12, 2025 AC
OS Projected Window: Nov. 10, 2025 to Nov. 15, 2025
EVR: 3.5
Avg Daily Volume: 713,205    Market Cap: 8.8B
Sector: Industrial Goods    Short Interest: 0.62
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 22
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. 12, 2025 AC 3.4 $29.54 @$30.00 $2.73
($29.54)
9.1% -11.17% O -5.61% I $27.88 $2.48
( $27.88 )
-9.16%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 12, 2024 AC 2.8 $19.33 @$20.00
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

 
 
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