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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cal (CALM) - NASDAQ Next Earnings Date: OS Estimate: Sept. 30, 2025 AC
OS Projected Window: Sept. 29, 2025 to Oct. 4, 2025
EVR: 3.1
Avg Daily Volume: 695,343    Market Cap: 5.6B
Sector: Consumer Goods    Short Interest: 11.29
Live Interactive Chart
Days to Next Earnings: 15 Days
Implied Move Monthly: 9.59%       Expires on: Oct. 17, 2025

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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
Sept. 30, 2025 AC None $0.00 @$110.00 $10.40
($108.49)
9.59% -None% I -None% I $0.00 $0.00
( N/A )
None%
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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