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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Caleres (CAL) - NYSE Next Earnings Date: Estimated on Sept. 10, 2024
OS Projected Window: Aug. 26, 2024 to Aug. 31, 2024
EVR: 4.1
Avg Daily Volume: 700,470    Market Cap: 1.30B
Sector: None    Short Interest: 19.09
Live Interactive Chart
Days to Next Earnings: 46 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 36
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
May 30, 2024 BO 4.2 $36.69 @$37.50 $4.00
($36.69)
10.67% -5.58% I -1.33% I $36.20 $2.95
( $36.20 )
-26.25%
March 19, 2024 BO 4.0 $38.77 @$40.00 $5.03
($38.77)
12.57% -11.14% I 2.11% I $39.59 $3.72
( $39.59 )
-26.04%
Nov. 21, 2023 BO 3.9 $27.48 @$27.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 31, 2023 BO 4.1 $24.73 @$25.00
June 1, 2023 BO 4.3 $17.26 @$17.50
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

 
 
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