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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Canaan Inc. (CAN) - NASDAQ Next Earnings Date: OS Estimate: May 14, 2026 BO
OS Projected Window: May 11, 2026 to May 16, 2026
EVR: 4.9
Avg Daily Volume: 15,584,582    Market Cap: 182.9M
Sector: None    Short Interest: 11.71
Live Interactive Chart
Days to Next Earnings: 64 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 21
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
Feb. 10, 2026 BO 5.0 $0.61 @$0.50 $0.12
($0.61)
24.0% -8.19% I -8.19% I $0.56 $0.12
( $0.56 )
0.0%
Nov. 18, 2025 BO 4.6 $0.85 @$1.00 $0.33
($0.85)
33.0% 24.7% I 21.17% I $1.03 $0.40
( $1.03 )
21.21%
Aug. 14, 2025 BO 4.7 $0.82 @$1.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 20, 2025 BO 4.6 $0.82 @$1.00
March 26, 2025 BO 4.6 $1.08 @$1.00
Nov. 20, 2024 BO 4.5 $1.59 @$1.50
Aug. 15, 2024 BO 4.8 $0.83 @$1.00
May 17, 2024 BO 5.2 $1.17 @$1.00
Feb. 27, 2024 BO 5.6 $1.97 @$2.00
Nov. 28, 2023 BO 5.9 $1.69 @$1.50

 
 
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