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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cal (CALM) - NASDAQ Next Earnings Date: OS Estimate: July 15, 2024 AC
OS Projected Window: July 15, 2024 to July 20, 2024
EVR: 2.7
Avg Daily Volume: 846,261    Market Cap: 2.96B
Sector: Consumer Goods    Short Interest: 9.54
Live Interactive Chart
Days to Next Earnings: 81 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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
April 2, 2024 AC 2.8 $58.91 @$60.00 $5.30
($58.91)
8.83% 7.18% I 3.61% I $61.04 $2.90
( $61.04 )
-45.28%
Jan. 3, 2024 AC 2.9 $54.86 @$55.00 $4.73
($54.86)
8.6% 4.72% I 2.62% I $56.30 $2.97
( $56.30 )
-37.21%
Oct. 3, 2023 AC 2.6 $47.50 @$47.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 25, 2023 AC 2.7 $45.07 @$45.00
March 28, 2023 AC 2.6 $54.27 @$55.00
Dec. 28, 2022 AC 2.2 $62.19 @$62.50
Sept. 27, 2022 AC 2.4 $60.53 @$60.00
July 19, 2022 AC 2.5 $52.33 @$52.50
March 29, 2022 AC 2.4 $51.96 @$52.50
Dec. 28, 2021 AC 2.4 $38.30 @$37.50

 
 
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