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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Caleres (CAL) - NYSE Next Earnings Date: OS Estimate: Nov. 25, 2026 BO
OS Projected Window: Nov. 23, 2026 to Nov. 28, 2026
EVR: 5.4
Avg Daily Volume: 541,922    Market Cap: 405.1M
Sector: Consumer Cyclical    Short Interest: 11.3
Live Interactive Chart
Days to Next Earnings: 65 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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
Sept. 9, 2026 BO 5.4 $12.03 @$12.50 $1.78
($12.03)
14.24% 15.96% O 0.99% I $12.15 $1.08
( $12.15 )
-39.33%
June 4, 2026 BO 5.5 $14.12 @$15.00 $2.23
($14.12)
14.87% -6.94% I 0.63% I $14.21 $1.98
( $14.21 )
-11.21%
March 19, 2026 BO 5.0 $8.86 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Dec. 9, 2025 BO 4.9 $13.49 @$12.50
Sept. 4, 2025 BO 4.7 $14.95 @$15.00
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

 
 
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