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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Canaan Inc. (CAN) - NASDAQ Next Earnings Date: OS Estimate: Nov. 19, 2026 BO
OS Projected Window: Nov. 16, 2026 to Nov. 21, 2026
EVR: 5.9
Avg Daily Volume: 16,896,987    Market Cap: 254.3M
Sector: Technology    Short Interest: 9.12
Live Interactive Chart
Implied Move Monthly: 50.00%       Expires on: Sept. 18, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 26
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
Aug. 25, 2026 BO None $0.36 @$0.50 $0.25
($0.36)
50.0% 22.22% I 16.66% I $0.42 $0.18
( $0.42 )
-28.0%
Aug. 21, 2026 BO 5.1 $0.28 @$0.50 $0.33
($0.28)
66.0% 35.71% I 24.99% I $0.35 $0.15
( $0.35 )
-54.55%
Aug. 20, 2026 BO 4.5 $0.24 @$0.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 13, 2026 BO 4.9 $0.21 @$0.50
May 19, 2026 BO 4.9 $0.48 @$0.50
Feb. 10, 2026 BO 5.0 $0.61 @$0.50
Nov. 18, 2025 BO 4.6 $0.85 @$1.00
Aug. 14, 2025 BO 4.7 $0.82 @$1.00
May 20, 2025 BO 4.6 $0.82 @$1.00
March 26, 2025 BO 4.6 $1.08 @$1.00

 
 
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