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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cass Information Systems (CASS) - NASDAQ Next Earnings Date: Estimate: Oct. 22, 2026 BO
EVR: 1.1
Avg Daily Volume: 76,595    Market Cap: 722.5M
Sector: Industrials    Short Interest: 2.48
Live Interactive Chart
Days to Next Earnings: 58 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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 23, 2026 BO 1.1 $52.52 @$55.00 $2.80
($52.52)
5.09% 3.12% I 2.76% I $53.97 $2.55
( $53.97 )
-8.93%
July 16, 2026 BO 1.1 $52.12 @$50.00 $3.90
($52.12)
7.8% 4.45% I 4.0% I $54.21 $4.75
( $54.21 )
21.79%
April 23, 2026 BO 1.0 $48.47 @$50.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 21, 2026 BO 1.0 $48.54 @$50.00
April 20, 2026 BO 1.1 $48.10 @$50.00
April 16, 2026 BO 1.3 $46.93 @$45.00
Jan. 22, 2026 BO 1.3 $42.92 @$45.00
Oct. 23, 2025 BO 1.3 $38.04 @$40.00
Oct. 20, 2025 AC 1.4 $37.88 @$40.00
Oct. 16, 2025 AC 1.4 $36.78 @$35.00

 
 
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