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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Charles River Laboratories International (CRL) - NYSE Next Earnings Date: OS Estimate: Nov. 4, 2026 BO
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 4.1
Avg Daily Volume: 919,843    Market Cap: 13.3B
Sector: Healthcare    Short Interest: 5.31
Live Interactive Chart
Days to Next Earnings: 44 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 69
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. 5, 2026 BO 4.0 $234.12 @$230.00 $28.85
($234.12)
12.54% 14.46% O 11.36% I $260.72 $35.10
( $260.72 )
21.66%
May 7, 2026 BO 4.1 $181.73 @$180.00 $19.15
($181.73)
10.64% 7.06% I -0.02% I $181.68 $10.20
( $181.68 )
-46.74%
Feb. 18, 2026 BO 4.4 $158.53 @$160.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 5, 2025 BO 4.5 $177.85 @$180.00
Aug. 6, 2025 BO 4.3 $167.49 @$165.00
May 7, 2025 BO 3.7 $115.41 @$115.00
Feb. 19, 2025 BO 3.7 $154.39 @$155.00
Nov. 6, 2024 BO 3.3 $188.68 @$190.00
Aug. 7, 2024 BO 2.8 $228.80 @$230.00
May 9, 2024 BO 3.0 $235.29 @$240.00

 
 
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