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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
The Chefs' Warehouse (CHEF) - NASDAQ Next Earnings Date: OS Estimate: Sept. 16, 2026 BO
OS Projected Window: Sept. 14, 2026 to Sept. 19, 2026
EVR: 4.1
Avg Daily Volume: 719,766    Market Cap: 4.5B
Sector: Consumer Defensive    Short Interest: 13.34
Live Interactive Chart
Days to Next Earnings: 64 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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
July 29, 2026 BO 4.0 $100.18 @$100.00 $9.65
($100.18)
9.65% 11.95% O 5.44% I $105.63 $10.85
( $105.63 )
12.44%
April 29, 2026 BO 3.7 $64.24 @$65.00 $6.03
($64.24)
9.28% 18.83% O 17.83% O $75.70 $11.30
( $75.70 )
87.4%
Feb. 11, 2026 BO 3.8 $65.36 @$65.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 29, 2025 BO 3.9 $58.61 @$60.00
July 30, 2025 BO 4.0 $61.56 @$60.00
April 30, 2025 BO 4.3 $53.28 @$55.00
Feb. 12, 2025 BO 4.1 $54.48 @$55.00
Oct. 30, 2024 BO None $0.00 @$40.00
July 31, 2024 BO None $0.00 @$40.00
May 1, 2024 BO 3.7 $33.08 @$35.00

 
 
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