Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Caleres (CAL) - NYSE Next Earnings Date: Estimated on June 11, 2024
OS Projected Window: May 27, 2024 to June 1, 2024
EVR: 3.8
Avg Daily Volume: 483,556    Market Cap: 1.30B
Sector: None    Short Interest: 16.76
Live Interactive Chart
Days to Next Earnings: 54 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 34
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, 2024 BO 3.9 $38.77 @$40.00 $5.03
($38.77)
12.57% -11.14% I 2.11% I $39.59 $3.72
( $39.59 )
-26.04%
Aug. 31, 2023 BO 4.1 $24.73 @$25.00 $2.03
($24.73)
8.12% 18.07% O 15.93% O $28.67 $4.25
( $28.67 )
109.36%
June 1, 2023 BO 4.3 $17.26 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 14, 2023 BO 4.6 $22.90 @$22.50
Nov. 22, 2022 BO 4.9 $27.48 @$25.00
Aug. 23, 2022 AC 5.1 $29.79 @$30.00
May 24, 2022 AC 4.2 $20.93 @$20.00
March 15, 2022 AC 4.3 $19.73 @$20.00
Nov. 18, 2021 AC 4.7 $28.81 @$30.00
Aug. 31, 2021 AC 4.9 $24.59 @$25.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US