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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Caesars Entertainment (CZR) - NASDAQ Next Earnings Date: OS Estimate: Oct. 27, 2026 AC
OS Projected Window: Oct. 26, 2026 to Oct. 31, 2026
EVR: 2.7
Avg Daily Volume: 3,474,644    Market Cap: 6.0B
Sector: Consumer Cyclical    Short Interest: 9.11
Live Interactive Chart
Days to Next Earnings: 47 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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
July 28, 2026 AC 2.8 $29.95 @$30.00 $1.04
($29.95)
3.47% -1.1% I -0.6% I $29.77 $0.63
( $29.77 )
-39.42%
April 28, 2026 AC 2.9 $27.31 @$27.50 $2.73
($27.31)
9.93% 1.9% I 0.25% I $27.38 $3.03
( $27.38 )
10.99%
Feb. 17, 2026 AC 2.5 $18.95 @$19.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 28, 2025 AC 2.2 $22.09 @$22.00
July 29, 2025 AC 2.2 $28.47 @$28.50
April 29, 2025 AC 2.3 $27.99 @$28.00
Feb. 25, 2025 AC 2.5 $34.87 @$35.00
Oct. 29, 2024 AC 2.2 $45.28 @$45.00
July 30, 2024 AC 1.8 $36.90 @$37.00
April 30, 2024 AC 2.0 $35.82 @$36.00

 
 
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