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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: 1,147,293    Market Cap: 348.9M
Sector: None    Short Interest: 22.52
Live Interactive Chart
Days to Next Earnings: 87 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
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
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 $2.25
($14.95)
15.0% -14.44% I -4.74% I $14.24 $1.60
( $14.24 )
-28.89%
May 29, 2025 BO 4.6 $16.38 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 31, 2023 BO 4.1 $24.73 @$25.00

 
 
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