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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CAE Inc. (CAE) - NYSE Next Earnings Date: OS Estimate: May 20, 2026 AC
OS Projected Window: May 18, 2026 to May 23, 2026
EVR: 3.0
Avg Daily Volume: 788,878    Market Cap: 9.7B
Sector: Industrial Goods    Short Interest: 0.96
Live Interactive Chart
Days to Next Earnings: 63 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 24
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
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 $2.88
($27.42)
11.52% -4.55% I 0.03% I $27.43 $2.58
( $27.43 )
-10.42%
Aug. 12, 2025 AC 3.4 $29.54 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 14, 2023 BO 3.2 $21.92 @$22.50

 
 
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