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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CAE Inc. (CAE) - NYSE Next Earnings Date: OS Estimate: Feb. 12, 2025 AC
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 3.0
Avg Daily Volume: 577,673    Market Cap: 6.30B
Sector: Industrial Goods    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 18
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. 12, 2024 AC 2.8 $19.33 @$20.00 $2.15
($19.33)
10.75% 13.86% O 11.38% O $21.53 $2.65
( $21.53 )
23.26%
Aug. 14, 2024 BO 2.9 $16.76 @$17.50 $2.10
($16.76)
12.0% 5.6% I 4.77% I $17.56 $1.33
( $17.56 )
-36.67%
May 28, 2024 BO 3.1 $18.65 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 14, 2024 BO 3.1 $20.92 @$20.00
Nov. 14, 2023 BO 3.2 $21.92 @$22.50
Aug. 9, 2023 BO 3.0 $22.08 @$22.50
May 31, 2023 BO 2.9 $22.01 @$22.50
Feb. 14, 2023 BO 2.8 $22.62 @$22.50
Aug. 10, 2022 BO 1.9 $25.80 @$25.00
June 2, 2022 BO 2.2 $26.89 @$25.00

 
 
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