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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CAE Inc. (CAE) - NYSE Next Earnings Date: May 21, 2026 AC
EVR: 3.0
Avg Daily Volume: 897,838    Market Cap: 8.4B
Sector: Industrial Goods    Short Interest: 0.96
Live Interactive Chart
Days to Next Earnings: 8 Days
Implied Move Monthly: 10.65%       Expires on: June 18, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 25
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 21, 2026 AC None $0.00 @$25.00 $2.77
($26.01)
10.65% -None% -None% $0.00 $0.00
( N/A )
None%
Feb. 12, 2026 AC 3.2 $31.38 @$30.00 $2.48
($31.38)
8.27% 4.46% I -3.69% I $30.22 $1.15
( $30.22 )
-53.63%
Nov. 11, 2025 AC 3.5 $27.42 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 12, 2025 AC 3.4 $29.54 @$30.00
May 13, 2025 AC 3.4 $25.99 @$25.00
Feb. 13, 2025 AC 3.0 $23.51 @$22.50
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

 
 
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