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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cal (CALM) - NASDAQ Next Earnings Date: OS Estimate: July 21, 2026 BO
OS Projected Window: July 20, 2026 to July 25, 2026
EVR: 3.0
Avg Daily Volume: 754,596    Market Cap: 3.7B
Sector: Consumer Goods    Short Interest: 11.22
Live Interactive Chart
Days to Next Earnings: 63 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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 1, 2026 BO 3.0 $79.15 @$80.00 $6.65
($79.15)
8.31% 7.37% I 5.31% I $83.36 $6.12
( $83.36 )
-7.97%
Jan. 7, 2026 BO 3.2 $79.08 @$80.00 $5.65
($79.08)
7.06% -5.48% I -1.6% I $77.81 $3.95
( $77.81 )
-30.09%
Oct. 1, 2025 BO 3.1 $94.10 @$95.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 2, 2024 AC 2.8 $58.91 @$60.00
Jan. 3, 2024 AC 2.9 $54.86 @$55.00

 
 
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