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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Caesars Entertainment (CZR) - NASDAQ Next Earnings Date: Estimated on April 28, 2026
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 2.9
Avg Daily Volume: 7,817,716    Market Cap: 4.0B
Sector: Services    Short Interest: 15.95
Live Interactive Chart
Days to Next Earnings: 46 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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
Feb. 17, 2026 AC 2.5 $18.95 @$19.00 $3.16
($18.95)
16.63% 18.15% O 13.03% I $21.42 $3.52
( $21.42 )
11.39%
Oct. 28, 2025 AC 2.2 $22.09 @$22.00 $2.88
($22.09)
13.09% -15.61% O -15.21% O $18.73 $3.81
( $18.73 )
32.29%
July 29, 2025 AC 2.2 $28.47 @$28.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 20, 2024 AC 2.1 $41.65 @$41.50
Oct. 31, 2023 AC 2.1 $39.89 @$40.00

 
 
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