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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Clearwater Paper Corporation (CLW) - NYSE Next Earnings Date: OS Estimate: July 30, 2024 AC
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 5.7
Avg Daily Volume: 149,930    Market Cap: 720.84M
Sector: Consumer Goods    Short Interest: 2.61
Live Interactive Chart
Days to Next Earnings: 72 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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 29, 2024 AC 5.6 $40.69 @$40.00 $4.72
($40.69)
11.8% 17.91% O 10.69% I $45.04 $4.77
( $45.04 )
1.06%
Feb. 20, 2024 AC 5.9 $34.77 @$35.00 $4.00
($34.77)
11.43% 6.41% I 3.53% I $36.00 $2.67
( $36.00 )
-33.25%
Oct. 30, 2023 AC 6.4 $35.00 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 1, 2023 AC 6.2 $31.89 @$30.00
May 2, 2023 AC 6.4 $36.29 @$35.00
Feb. 14, 2023 AC 6.4 $36.77 @$35.00
Oct. 31, 2022 AC 6.0 $44.48 @$45.00
Aug. 2, 2022 AC 5.4 $34.80 @$35.00
April 28, 2022 AC 5.1 $27.45 @$25.00
Feb. 15, 2022 AC 4.7 $33.17 @$35.00

 
 
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