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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Caesars Entertainment (CZR) - NASDAQ Next Earnings Date: OS Estimate: July 28, 2026 AC
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 2.8
Avg Daily Volume: 9,437,092    Market Cap: 6.1B
Sector: Services    Short Interest: 7.83
Live Interactive Chart
Days to Next Earnings: 26 Days
Implied Move Weekly: 5.89%       Expires on: July 31, 2026
Implied Move Monthly: 4.24%       Expires on: Aug. 21, 2026

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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 None $0.00 @$30.00 $1.29
($30.41)
4.24% -None% -None% $0.00 $0.00
( N/A )
None%
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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