Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cass Information Systems (CASS) - NASDAQ Next Earnings Date: Estimated on April 16, 2026
OS Projected Window: April 6, 2026 to April 11, 2026
EVR: 1.3
Avg Daily Volume: 72,364    Market Cap: 588.8M
Sector: Services    Short Interest: 1.61
Live Interactive Chart
Days to Next Earnings: 37 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 37
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
Jan. 22, 2026 BO 1.3 $42.92 @$45.00 $3.00
($42.92)
6.67% 4.45% I 1.53% I $43.58 $2.55
( $43.58 )
-15.0%
Oct. 23, 2025 BO 1.3 $38.04 @$40.00 $2.55
($38.04)
6.37% 3.65% I 3.65% I $39.43 $2.50
( $39.43 )
-1.96%
Oct. 20, 2025 AC 1.4 $37.88 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 16, 2025 AC 1.4 $36.78 @$35.00
July 17, 2025 BO 1.4 $44.61 @$45.00
April 17, 2025 BO 1.4 $39.68 @$40.00
Jan. 23, 2025 BO 1.4 $40.38 @$40.00
April 22, 2024 BO 1.4 $41.65 @$40.00
Jan. 25, 2024 BO 1.3 $42.95 @$45.00
Oct. 19, 2023 BO 1.3 $36.95 @$35.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US