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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
California Water Service Group (CWT) - NYSE Next Earnings Date: OS Estimate: July 2, 2026 BO
OS Projected Window: June 29, 2026 to July 4, 2026
EVR: 1.5
Avg Daily Volume: 567,334    Market Cap: 2.5B
Sector: Utilities    Short Interest: 2.36
Live Interactive Chart
Days to Next Earnings: 76 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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
April 30, 2026 BO 1.4 $45.38 @$45.00 $2.40
($45.38)
5.33% -7.6% O -6.91% O $42.24 $3.00
( $42.24 )
25.0%
Feb. 25, 2026 AC 1.3 $46.64 @$45.00 $2.40
($46.64)
5.33% -4.54% I -4.39% I $44.59 $2.40
( $44.59 )
0.0%
Oct. 30, 2025 BO 1.3 $47.45 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 31, 2025 BO 1.4 $44.89 @$45.00
May 1, 2025 BO 1.5 $50.65 @$50.00
Feb. 27, 2025 BO 1.4 $45.96 @$45.00
April 25, 2024 BO 1.4 $46.57 @$45.00
Feb. 29, 2024 BO 1.4 $45.92 @$45.00
Oct. 26, 2023 BO 1.3 $46.34 @$45.00
July 27, 2023 BO 1.3 $52.77 @$55.00

 
 
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