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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Callon Petroleum Company (CPE) - NYSE Next Earnings Date: N/A
EVR: 3.2
Avg Daily Volume: 2,140,101    Market Cap: 2.38B
Sector: Basic Materials    Short Interest: 16.51
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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
Nov. 1, 2023 AC 3.4 $36.80 @$37.00 $2.85
($36.80)
7.7% -7.28% I 0.76% I $37.08 $2.30
( $37.08 )
-19.3%
Aug. 2, 2023 AC 3.6 $35.83 @$36.00 $3.50
($35.83)
9.72% 4.32% I 0.22% I $35.91 $2.55
( $35.91 )
-27.14%
May 4, 2023 BO 3.6 $30.68 @$31.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 23, 2023 BO 3.7 $34.80 @$35.00
Nov. 3, 2022 BO 4.0 $43.14 @$43.00
Aug. 4, 2022 BO 3.9 $42.66 @$43.00
May 5, 2022 BO 3.8 $55.28 @$55.00
Feb. 24, 2022 BO 4.1 $53.16 @$55.00
Nov. 4, 2021 BO 3.9 $53.19 @$55.00
Aug. 3, 2021 AC 3.4 $37.91 @$38.00

 
 
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