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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Calix (CALX) - NYSE Next Earnings Date: OS Estimate: Sept. 15, 2026 AC
OS Projected Window: Sept. 14, 2026 to Sept. 19, 2026
EVR: 4.4
Avg Daily Volume: 1,150,811    Market Cap: 2.5B
Sector: Technology    Short Interest: 7.93
Live Interactive Chart
Days to Next Earnings: 62 Days

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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
July 20, 2026 AC 4.6 $38.35 @$37.50 $6.00
($38.35)
16.0% -10.66% I -2.29% I $37.47 $5.07
( $37.47 )
-15.5%
April 21, 2026 AC 4.5 $49.58 @$50.00 $7.45
($49.58)
14.9% -17.4% O -13.97% I $42.65 $8.28
( $42.65 )
11.14%
Jan. 28, 2026 AC 4.3 $52.96 @$52.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 29, 2025 AC 4.4 $62.23 @$62.50
July 21, 2025 AC 4.8 $53.73 @$52.50
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

 
 
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