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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
China Automotive Systems (CAAS) - NASDAQ Next Earnings Date: OS Estimate: Jan. 30, 2025 BO
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 3.1
Avg Daily Volume: 56,915    Market Cap: 105.95M
Sector: Consumer Goods    Short Interest: 0.17
Live Interactive Chart
Days to Next Earnings: 69 Days

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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
Nov. 13, 2024 BO 3.4 $4.62 @$5.00 $0.88
($4.62)
17.6% -7.14% I -4.54% I $4.41 $0.47
( $4.41 )
-46.59%
March 28, 2024 BO 3.5 $3.37 @$2.50 $0.65
($3.37)
26.0% 7.71% I 5.34% I $3.55 $1.12
( $3.55 )
72.31%
Nov. 10, 2023 BO 3.7 $3.43 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 11, 2023 BO 4.0 $5.28 @$5.00
May 12, 2023 BO 4.0 $4.70 @$5.00
March 30, 2023 BO 3.5 $6.04 @$5.00
Nov. 14, 2022 BO 3.4 $4.00 @$5.00
Aug. 12, 2022 BO 3.6 $2.99 @$2.50
May 23, 2022 BO 3.6 $2.90 @$2.50
March 30, 2022 BO 3.6 $3.19 @$2.50

 
 
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