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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cal (CALM) - NASDAQ Next Earnings Date: OS Estimate: July 22, 2025 AC
OS Projected Window: July 21, 2025 to July 26, 2025
EVR: 2.6
Avg Daily Volume: 1,230,801    Market Cap: 4.5B
Sector: Consumer Goods    Short Interest: 11.46
Live Interactive Chart
Days to Next Earnings: 88 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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 8, 2025 AC 2.6 $90.33 @$90.00 $10.75
($90.33)
11.94% -7.99% I 2.49% I $92.58 $6.55
( $92.58 )
-39.07%
Jan. 7, 2025 AC 2.6 $103.68 @$105.00 $8.00
($103.68)
7.62% 8.53% O 1.01% I $104.73 $4.58
( $104.73 )
-42.75%
Oct. 1, 2024 AC 2.6 $76.84 @$77.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 23, 2024 AC 2.7 $64.83 @$65.00
April 2, 2024 AC 2.8 $58.91 @$60.00
Jan. 3, 2024 AC 2.9 $54.86 @$55.00
Oct. 3, 2023 AC 2.6 $47.50 @$47.50
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

 
 
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