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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cal (CALM) - NASDAQ Next Earnings Date: OS Estimate: Sept. 30, 2026 BO
OS Projected Window: Sept. 28, 2026 to Oct. 3, 2026
EVR: 3.0
Avg Daily Volume: 868,236    Market Cap: 3.5B
Sector: Consumer Defensive    Short Interest: 10.7
Live Interactive Chart
Days to Next Earnings: 22 Days
Implied Move Monthly: 10.78%       Expires on: Oct. 16, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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. 30, 2026 BO None $0.00 @$75.00 $8.07
($74.83)
10.78% -None% -None% $0.00 $0.00
( N/A )
None%
July 22, 2026 BO 3.0 $87.25 @$85.00 $8.43
($87.25)
9.92% -7.63% I 0.69% I $87.86 $6.55
( $87.86 )
-22.3%
April 1, 2026 BO 3.0 $79.15 @$80.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 7, 2026 BO 3.2 $79.08 @$80.00
Oct. 1, 2025 BO 3.1 $94.10 @$95.00
July 22, 2025 AC 2.6 $104.71 @$105.00
April 8, 2025 AC 2.6 $90.33 @$90.00
Jan. 7, 2025 AC 2.6 $103.68 @$105.00
Oct. 1, 2024 AC 2.6 $76.84 @$77.50
July 23, 2024 AC 2.7 $64.83 @$65.00

 
 
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