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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Caterpillar (CAT) - NYSE Next Earnings Date: OS Estimate: Oct. 30, 2025 BO
OS Projected Window: Oct. 27, 2025 to Nov. 1, 2025
EVR: 1.9
Avg Daily Volume: 2,739,236    Market Cap: 191.0B
Sector: Industrial Goods    Short Interest: 1.41
Live Interactive Chart
Days to Next Earnings: 72 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 61
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
Aug. 5, 2025 BO 2.1 $433.70 @$432.50 $22.45
($433.70)
5.19% -1.64% I 0.12% I $434.23 $15.30
( $434.23 )
-31.85%
April 30, 2025 BO 2.2 $307.40 @$307.50 $21.62
($307.40)
7.03% 2.81% I 0.6% I $309.27 $16.90
( $309.27 )
-21.83%
Jan. 30, 2025 BO 2.4 $393.23 @$392.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 30, 2024 BO 2.4 $387.51 @$387.50
Aug. 6, 2024 BO 2.4 $316.80 @$317.50
April 25, 2024 BO 2.3 $363.52 @$362.50
Feb. 5, 2024 BO 2.3 $315.09 @$315.00
Oct. 31, 2023 BO 2.2 $242.16 @$242.50
Aug. 1, 2023 BO 2.0 $265.17 @$265.00
April 27, 2023 BO 1.9 $216.19 @$215.00

 
 
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