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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Caleres (CAL) - NYSE Next Earnings Date: OS Estimate: May 28, 2025 BO
OS Projected Window: May 26, 2025 to May 31, 2025
EVR: 4.6
Avg Daily Volume: 1,018,840    Market Cap: 583.8M
Sector: None    Short Interest: 11.69
Live Interactive Chart
Days to Next Earnings: 57 Days

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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
March 20, 2025 BO 4.7 $16.39 @$17.50 $3.28
($16.39)
18.74% 7.99% I 2.74% I $16.84 $2.30
( $16.84 )
-29.88%
Dec. 5, 2024 BO 4.4 $33.20 @$32.50 $3.40
($33.20)
10.46% -21.53% O -19.96% O $26.57 $6.68
( $26.57 )
96.47%
Sept. 12, 2024 BO 4.1 $37.25 @$37.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 30, 2024 BO 4.2 $36.69 @$37.50
March 19, 2024 BO 4.0 $38.77 @$40.00
Nov. 21, 2023 BO 3.9 $27.48 @$27.50
Aug. 31, 2023 BO 4.1 $24.73 @$25.00
June 1, 2023 BO 4.3 $17.26 @$17.50
March 14, 2023 BO 4.6 $22.90 @$22.50
Nov. 22, 2022 BO 4.9 $27.48 @$25.00

 
 
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