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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Calix (CALX) - NYSE Next Earnings Date: OS Estimate: Aug. 5, 2025 AC
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 5.0
Avg Daily Volume: 966,593    Market Cap: 2.1B
Sector: Technology    Short Interest: 3.42
Live Interactive Chart
Days to Next Earnings: 102 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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 21, 2025 AC None $33.25 @$32.50 $4.75
($33.25)
14.62% 15.24% O 13.11% I $37.61 $5.68
( $37.61 )
19.58%
Jan. 29, 2025 AC 4.8 $36.87 @$37.50 $4.88
($36.87)
13.01% 13.53% O 8.97% I $40.18 $3.95
( $40.18 )
-19.06%
July 22, 2024 AC 4.9 $37.39 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 22, 2024 AC 4.9 $29.56 @$30.00
Jan. 29, 2024 AC 4.3 $44.35 @$45.00
Oct. 23, 2023 AC 4.1 $42.58 @$45.00
July 19, 2023 AC 4.3 $48.99 @$50.00
April 19, 2023 AC 4.4 $48.47 @$50.00
Jan. 25, 2023 AC 4.6 $57.95 @$60.00
Oct. 24, 2022 AC 4.5 $60.34 @$60.00

 
 
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