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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Chatham Lodging Trust (REIT) (CLDT) - NYSE Next Earnings Date: OS Estimate: Nov. 4, 2026 BO
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 2.1
Avg Daily Volume: 321,830    Market Cap: 633.0M
Sector: Real Estate    Short Interest: 2.45
Live Interactive Chart
Days to Next Earnings: 71 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. 4, 2026 BO 2.1 $13.15 @$12.50 $1.80
($13.15)
14.4% 4.56% I 2.5% I $13.48 $1.25
( $13.48 )
-30.56%
May 7, 2026 BO 1.7 $8.85 @$10.00 $1.38
($8.85)
13.8% 14.68% O 12.54% I $9.96 $0.57
( $9.96 )
-58.7%
Feb. 25, 2026 BO 1.9 $7.31 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 5, 2025 BO 2.0 $6.40 @$7.50
Aug. 6, 2025 BO 2.0 $6.71 @$7.50
May 6, 2025 BO 2.0 $7.01 @$7.50
Feb. 26, 2025 BO 2.1 $8.09 @$7.50
Nov. 7, 2024 BO 1.9 $8.41 @$7.50
Aug. 2, 2024 BO 2.0 $8.67 @$7.50
Feb. 27, 2024 BO 2.0 $10.26 @$10.00

 
 
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