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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Calix (CALX) - NYSE Next Earnings Date: Estimated on April 17, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 4.9
Avg Daily Volume: 1,128,995    Market Cap: 2.28B
Sector: Technology    Short Interest: 4.55
Live Interactive Chart
Days to Next Earnings: 21 Days
Implied Move Weekly: 9.46%       Expires on: April 19, 2024
Implied Move Monthly: 15.01%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 40
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 17, 2024 AC None $0.00 @$35.00 $5.03
($33.50)
15.01% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 29, 2024 AC 4.3 $44.35 @$45.00 $5.92
($44.35)
13.16% -28.65% O -25.7% O $32.95 $12.65
( $32.95 )
113.68%
Oct. 23, 2023 AC 4.1 $42.58 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 19, 2023 AC 4.3 $48.99 @$50.00
April 19, 2023 AC 4.3 $48.47 @$50.00
Jan. 25, 2023 AC 4.8 $57.95 @$60.00
Oct. 24, 2022 AC 4.6 $60.34 @$60.00
July 25, 2022 AC 4.3 $44.32 @$45.00
April 25, 2022 AC 4.6 $39.62 @$40.00
Jan. 26, 2022 AC 4.9 $41.03 @$40.00

 
 
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