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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CAE Inc. (CAE) - NYSE Next Earnings Date: Estimated on May 30, 2024
EVR: 2.4
Avg Daily Volume: 556,505    Market Cap: 6.30B
Sector: Industrial Goods    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 36 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 12
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
Nov. 14, 2023 BO 2.3 $21.92 @$22.50 $1.88
($21.92)
8.36% 6.02% I -3.87% I $21.07 $1.75
( $21.07 )
-6.91%
May 31, 2023 BO 2.3 $22.01 @$22.50 $2.12
($22.01)
9.42% -8.26% I -6.95% I $20.48 $2.40
( $20.48 )
13.21%
Aug. 10, 2022 BO 1.9 $25.80 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 2, 2022 BO 2.2 $26.89 @$25.00
May 19, 2022 BO 2.2 $23.17 @$22.50
Feb. 11, 2022 BO 2.3 $25.71 @$25.00
Nov. 11, 2021 BO 2.1 $33.34 @$35.00
Aug. 11, 2021 BO 2.2 $31.69 @$30.00
May 19, 2021 BO 2.0 $29.92 @$30.00
Feb. 12, 2021 BO 2.1 $25.57 @$25.00

 
 
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