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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cass Information Systems (CASS) - NASDAQ Next Earnings Date: OS Estimate: April 25, 2024 BO
OS Projected Window: April 22, 2024 to April 27, 2024
EVR: 0.8
Avg Daily Volume: 44,587    Market Cap: 643.42M
Sector: Services    Short Interest: 1.49
Live Interactive Chart
Days to Next Earnings: 2 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 25
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. 25, 2024 BO 0.8 $42.95 @$45.00 $2.55
($42.95)
5.67% 4.72% I 3.11% I $44.29 $5.10
( $44.29 )
100.0%
Jan. 27, 2022 BO 0.8 $38.74 @$40.00 $2.55
($38.74)
6.37% 2.5% I 2.16% I $39.58 $3.80
( $39.58 )
49.02%
Oct. 21, 2021 BO 0.9 $42.04 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 22, 2021 BO 0.9 $40.84 @$40.00
April 22, 2021 BO 0.9 $45.64 @$45.00
Oct. 22, 2020 BO 1.0 $41.84 @$40.00
July 23, 2020 BO 1.0 $39.27 @$40.00
April 23, 2020 BO 1.0 $35.27 @$35.00
Jan. 30, 2020 BO 1.0 $55.85 @$55.00
Oct. 24, 2019 BO 1.0 $51.91 @$50.00

 
 
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