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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CAE Inc. (CAE) - NYSE Next Earnings Date: OS Estimate: May 21, 2025 AC
OS Projected Window: May 19, 2025 to May 24, 2025
EVR: 3.4
Avg Daily Volume: 516,026    Market Cap: 8.0B
Sector: Industrial Goods    Short Interest: 1.5
Live Interactive Chart
Days to Next Earnings: 57 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 20
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. 13, 2025 AC 3.0 $23.51 @$22.50 $2.20
($23.51)
9.78% 17.48% O 13.9% O $26.78 $5.25
( $26.78 )
138.64%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 28, 2024 BO 3.1 $18.65 @$17.50
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
Nov. 10, 2022 BO 2.3 $17.77 @$17.50

 
 
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