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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cal (CALM) - NASDAQ Next Earnings Date: OS Estimate: Dec. 30, 2025 BO
OS Projected Window: Dec. 29, 2025 to Jan. 3, 2026
EVR: 3.2
Avg Daily Volume: 1,208,019    Market Cap: 4.4B
Sector: Consumer Goods    Short Interest: 10.49
Live Interactive Chart
Days to Next Earnings: 67 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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
Oct. 1, 2025 BO 3.1 $94.10 @$95.00 $7.85
($94.10)
8.26% -7.92% I -1.21% I $92.96 $6.05
( $92.96 )
-22.93%
July 22, 2025 AC 2.6 $104.71 @$105.00 $8.60
($104.71)
8.19% 20.71% O 13.8% O $119.16 $15.53
( $119.16 )
80.58%
April 8, 2025 AC 2.6 $90.33 @$90.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 3, 2023 AC 2.6 $47.50 @$47.50
July 25, 2023 AC 2.7 $45.07 @$45.00

 
 
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