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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cass Information Systems (CASS) - NASDAQ Next Earnings Date: OS Estimate: May 29, 2025 BO
OS Projected Window: May 26, 2025 to May 31, 2025
EVR: 1.4
Avg Daily Volume: 42,296    Market Cap: 550.9M
Sector: Services    Short Interest: 1.26
Live Interactive Chart
Days to Next Earnings: 34 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 32
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
April 17, 2025 BO 1.4 $39.68 @$40.00 $2.50
($39.68)
6.25% -3.47% I -0.5% I $39.48 $2.50
( $39.48 )
0.0%
Jan. 23, 2025 BO 1.4 $40.38 @$40.00 $2.50
($40.38)
6.25% 5.39% I 2.67% I $41.46 $2.77
( $41.46 )
10.8%
April 22, 2024 BO 1.4 $41.65 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 25, 2024 BO 1.3 $42.95 @$45.00
Oct. 19, 2023 BO 1.3 $36.95 @$35.00
July 20, 2023 BO 1.2 $39.08 @$40.00
April 17, 2023 AC 0.8 $42.08 @$40.00
Jan. 19, 2023 AC 0.8 $46.94 @$45.00
Jan. 27, 2022 BO 0.8 $38.74 @$40.00
Oct. 21, 2021 BO 0.9 $42.04 @$40.00

 
 
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