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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Kaman Corporation (KAMN) - NYSE Next Earnings Date: Estimated on May 2, 2024
EVR: 2.2
Avg Daily Volume: 295,902    Market Cap: 1.30B
Sector: Industrial Goods    Short Interest: 4.08
Live Interactive Chart
Days to Next Earnings: 6 Days
Implied Move Monthly: 2.17%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
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 2, 2024 AC None $0.00 @$45.00 $1.00
($45.99)
2.17% -None% I -None% I $0.00 $0.00
( N/A )
None%
Nov. 1, 2023 AC None $0.00 @$17.50 $1.68
($18.55)
9.6% -None% I -None% I $0.00 $2.65
( $19.32 )
57.74%
Aug. 2, 2023 AC None $0.00 @$22.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 2, 2023 AC None $0.00 @$22.50
Aug. 4, 2022 AC 2.2 $31.31 @$30.00
May 2, 2022 AC 2.1 $38.20 @$40.00
Feb. 24, 2022 AC 2.2 $42.02 @$40.00
Nov. 2, 2021 AC 2.2 $36.31 @$35.00
Aug. 5, 2021 AC 2.2 $41.30 @$40.00
May 4, 2021 AC 2.4 $53.25 @$55.00

 
 
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