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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Calumet (CLMT) - NASDAQ Next Earnings Date: OS Estimate: Nov. 5, 2026 BO
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 3.5
Avg Daily Volume: 1,208,487    Market Cap: 3.4B
Sector: Basic Materials    Short Interest: 4.2
Live Interactive Chart
Days to Next Earnings: 86 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 73
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. 7, 2026 BO 3.4 $41.88 @$42.00 $5.45
($41.88)
12.98% -7.78% I -5.73% I $39.48 $3.58
( $39.48 )
-34.31%
May 8, 2026 BO 3.4 $34.61 @$35.00 $3.18
($34.61)
9.09% -9.99% O -7.31% I $32.08 $3.20
( $32.08 )
0.63%
Feb. 27, 2026 BO 3.5 $30.22 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 7, 2025 BO 3.5 $19.51 @$20.00
Aug. 8, 2025 BO 3.9 $14.91 @$15.00
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

 
 
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