Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Charles River Laboratories International (CRL) - NYSE Next Earnings Date: OS Estimate: Aug. 6, 2025 BO
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 4.3
Avg Daily Volume: 828,026    Market Cap: 7.5B
Sector: Healthcare    Short Interest: 5.31
Live Interactive Chart
Days to Next Earnings: 33 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
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
May 7, 2025 BO 3.7 $115.41 @$115.00 $13.00
($115.41)
11.3% 25.43% O 18.68% O $136.97 $22.93
( $136.97 )
76.38%
Feb. 19, 2025 BO 3.7 $154.39 @$155.00 $16.80
($154.39)
10.84% 7.8% I 6.87% I $165.00 $16.05
( $165.00 )
-4.46%
Nov. 6, 2024 BO 3.3 $188.68 @$190.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 7, 2024 BO 2.8 $228.80 @$230.00
May 9, 2024 BO 3.0 $235.29 @$240.00
Feb. 14, 2024 BO 3.0 $220.24 @$220.00
Nov. 8, 2023 BO 3.0 $182.81 @$185.00
Aug. 9, 2023 BO 3.0 $206.24 @$210.00
May 11, 2023 BO 3.1 $186.30 @$185.00
Feb. 22, 2023 BO 2.9 $243.60 @$240.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US