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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Caterpillar (CAT) - NYSE Next Earnings Date: Estimated on Aug. 5, 2025
OS Projected Window: July 28, 2025 to Aug. 2, 2025
EVR: 2.1
Avg Daily Volume: 2,474,196    Market Cap: 182.9B
Sector: Industrial Goods    Short Interest: 1.3
Live Interactive Chart
Days to Next Earnings: 35 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 60
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 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 $24.20
($393.23)
6.17% -5.1% I -4.64% I $374.98 $22.88
( $374.98 )
-5.45%
Oct. 30, 2024 BO 2.4 $387.51 @$387.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Jan. 31, 2023 BO 1.9 $261.50 @$262.50

 
 
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