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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Caleres (CAL) - NYSE Next Earnings Date: OS Estimate: March 19, 2025 BO
OS Projected Window: March 17, 2025 to March 22, 2025
EVR: 4.7
Avg Daily Volume: 849,046    Market Cap: 1.30B
Sector: None    Short Interest: 19.09
Live Interactive Chart
Days to Next Earnings: 63 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 38
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
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 $3.33
($37.25)
8.88% -21.28% O -18.84% O $30.23 $7.50
( $30.23 )
125.23%
May 30, 2024 BO 4.2 $36.69 @$37.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 23, 2022 AC 5.1 $29.79 @$30.00

 
 
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