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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Caleres (CAL) - NYSE Next Earnings Date: OS Estimate: March 19, 2026 BO
OS Projected Window: March 16, 2026 to March 21, 2026
EVR: 5.0
Avg Daily Volume: 544,375    Market Cap: 400.4M
Sector: None    Short Interest: 13.56
Live Interactive Chart
Days to Next Earnings: 9 Days
Implied Move Weekly: 15.36%       Expires on: March 20, 2026
Implied Move Monthly: 22.10%       Expires on: April 17, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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
March 19, 2026 BO None $0.00 @$10.00 $2.23
($10.09)
22.1% -None% -None% $0.00 $0.00
( N/A )
None%
Dec. 9, 2025 BO 4.9 $13.49 @$12.50 $2.38
($13.49)
19.04% -17.79% I -5.55% I $12.74 $1.27
( $12.74 )
-46.64%
Sept. 4, 2025 BO 4.7 $14.95 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 29, 2025 BO 4.6 $16.38 @$17.50
March 20, 2025 BO 4.7 $16.39 @$17.50
Dec. 5, 2024 BO 4.4 $33.20 @$32.50
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

 
 
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