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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cato Corporation (CATO) - NYSE Next Earnings Date: OS Estimate: Dec. 31, 2026 BO
OS Projected Window: Dec. 28, 2026 to Jan. 2, 2027
EVR: 5.9
Avg Daily Volume: 152,200    Market Cap: 63.5M
Sector: Consumer Cyclical    Short Interest: 2.37
Live Interactive Chart
Days to Next Earnings: 128 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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. 20, 2026 BO 5.3 $3.75 @$2.50 $1.33
($3.75)
53.2% -25.86% I -18.93% I $3.04 $0.92
( $3.04 )
-30.83%
May 21, 2026 BO 4.7 $3.06 @$2.50 $1.12
($3.06)
44.8% 21.89% I 12.74% I $3.45 $1.02
( $3.45 )
-8.93%
March 19, 2026 BO 4.9 $2.92 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 20, 2025 BO 4.9 $3.42 @$2.50
Aug. 21, 2025 BO 3.6 $2.84 @$2.50
May 22, 2025 BO 3.2 $2.43 @$2.50
March 20, 2025 BO 3.2 $3.04 @$2.50
Nov. 21, 2024 BO 2.5 $6.08 @$5.00
Aug. 22, 2024 BO 2.7 $5.04 @$5.00
May 23, 2024 BO 2.4 $5.19 @$5.00

 
 
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