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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Calix (CALX) - NYSE Next Earnings Date: Estimated on April 20, 2026
OS Projected Window: May 18, 2026 to May 23, 2026
EVR: 4.5
Avg Daily Volume: 1,351,056    Market Cap: 3.9B
Sector: Technology    Short Interest: 2.96
Live Interactive Chart
Days to Next Earnings: 41 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
Jan. 28, 2026 AC 4.3 $52.96 @$52.50 $7.03
($52.96)
13.39% -15.29% O -11.89% I $46.66 $7.00
( $46.66 )
-0.43%
Oct. 29, 2025 AC 4.4 $62.23 @$62.50 $7.70
($62.23)
12.32% 11.98% I 9.33% I $68.04 $8.03
( $68.04 )
4.29%
July 21, 2025 AC 4.8 $53.73 @$52.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 21, 2025 AC 5.0 $33.25 @$32.50
Jan. 29, 2025 AC 4.8 $36.87 @$37.50
July 22, 2024 AC 4.9 $37.39 @$35.00
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

 
 
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