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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Caterpillar (CAT) - NYSE Next Earnings Date: OS Estimate: July 29, 2026 BO
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 2.3
Avg Daily Volume: 2,428,115    Market Cap: 414.2B
Sector: Industrial Goods    Short Interest: 1.63
Live Interactive Chart
Days to Next Earnings: 71 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
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, 2026 BO 2.1 $810.05 @$810.00 $64.55
($810.05)
7.97% 10.73% O 9.88% O $890.11 $89.98
( $890.11 )
39.4%
Jan. 29, 2026 BO 2.1 $643.28 @$642.50 $51.95
($643.28)
8.09% 5.7% I 3.41% I $665.24 $47.60
( $665.24 )
-8.37%
Oct. 29, 2025 BO 1.9 $524.47 @$525.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 5, 2025 BO 2.1 $433.70 @$432.50
April 30, 2025 BO 2.2 $307.40 @$307.50
Jan. 30, 2025 BO 2.4 $393.23 @$392.50
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

 
 
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