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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Calix (CALX) - NYSE Next Earnings Date: OS Estimate: Sept. 16, 2025 AC
OS Projected Window: Sept. 15, 2025 to Sept. 20, 2025
EVR: 4.4
Avg Daily Volume: 810,147    Market Cap: 3.6B
Sector: Technology    Short Interest: 4.38
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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
July 21, 2025 AC 4.8 $53.73 @$52.50 $6.38
($53.73)
12.15% 4.18% I 3.14% I $55.42 $4.68
( $55.42 )
-26.65%
April 21, 2025 AC 5.0 $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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 19, 2023 AC 4.4 $48.47 @$50.00
Jan. 25, 2023 AC 4.6 $57.95 @$60.00

 
 
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