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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Caleres (CAL) - NYSE Next Earnings Date: June 4, 2026 BO
EVR: 5.5
Avg Daily Volume: 615,811    Market Cap: 455.5M
Sector: None    Short Interest: 14.96
Live Interactive Chart
Days to Next Earnings: 2 Days
Implied Move Monthly: 17.25%       Expires on: June 18, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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
June 4, 2026 BO None $0.00 @$15.00 $2.48
($14.38)
17.25% -None% -None% $0.00 $0.00
( N/A )
None%
March 19, 2026 BO 5.0 $8.86 @$10.00 $2.20
($8.86)
22.0% 24.37% O 19.07% I $10.55 $1.73
( $10.55 )
-21.36%
Dec. 9, 2025 BO 4.9 $13.49 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
March 19, 2024 BO 4.0 $38.77 @$40.00

 
 
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