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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Caleres (CAL) - NYSE Next Earnings Date: OS Estimate: Aug. 27, 2025 BO
OS Projected Window: Aug. 25, 2025 to Aug. 30, 2025
EVR: 4.7
Avg Daily Volume: 1,073,099    Market Cap: 536.4M
Sector: None    Short Interest: 16.13
Live Interactive Chart
Days to Next Earnings: 78 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 40
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 29, 2025 BO 4.6 $16.38 @$17.50 $2.92
($16.38)
16.69% -19.65% O -18.31% O $13.38 $4.30
( $13.38 )
47.26%
March 20, 2025 BO 4.7 $16.39 @$17.50 $3.28
($16.39)
18.74% 7.99% I 2.74% I $16.84 $2.30
( $16.84 )
-29.88%
Dec. 5, 2024 BO 4.4 $33.20 @$32.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Sept. 12, 2024 BO 4.1 $37.25 @$37.50
May 30, 2024 BO 4.2 $36.69 @$37.50
March 19, 2024 BO 4.0 $38.77 @$40.00
Nov. 21, 2023 BO 3.9 $27.48 @$27.50
Aug. 31, 2023 BO 4.1 $24.73 @$25.00
June 1, 2023 BO 4.3 $17.26 @$17.50
March 14, 2023 BO 4.6 $22.90 @$22.50

 
 
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