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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Calumet (CLMT) - NASDAQ Next Earnings Date: Feb. 27, 2026 BO
EVR: 3.5
Avg Daily Volume: 1,476,273    Market Cap: 1.6B
Sector: Basic Materials    Short Interest: 9.22
Live Interactive Chart
Implied Move Monthly: 15.29%       Expires on: March 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 71
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
Feb. 27, 2026 BO None $0.00 @$30.00 $4.62
($30.22)
15.29% -None% -None% $0.00 $0.00
( N/A )
None%
Nov. 7, 2025 BO 3.5 $19.51 @$20.00 $2.00
($19.51)
10.0% 13.27% O -1.64% I $19.19 $2.10
( $19.19 )
5.0%
Aug. 8, 2025 BO 3.9 $14.91 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 9, 2025 BO 4.0 $11.87 @$12.00
Feb. 28, 2025 BO 4.3 $14.98 @$15.00
Nov. 8, 2024 BO 4.5 $20.26 @$20.00
Aug. 9, 2024 BO 4.1 $11.79 @$12.00
May 10, 2024 BO 4.4 $16.16 @$16.00
Feb. 23, 2024 BO 4.6 $17.21 @$17.00
Nov. 9, 2023 BO 4.5 $13.00 @$13.00

 
 
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