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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cal (CALM) - NASDAQ Next Earnings Date: Estimated on Dec. 31, 2024
OS Projected Window: Dec. 30, 2024 to Jan. 4, 2025
EVR: 2.6
Avg Daily Volume: 479,115    Market Cap: 2.84B
Sector: Consumer Goods    Short Interest: 9.21
Live Interactive Chart
Days to Next Earnings: 39 Days

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Sample Chart


 
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
Oct. 1, 2024 AC 2.6 $76.84 @$77.50 $5.90
($76.84)
7.61% -3.69% I -1.86% I $75.41 $3.77
( $75.41 )
-36.1%
July 23, 2024 AC 2.7 $64.83 @$65.00 $4.75
($64.83)
7.31% 7.11% I 3.13% I $66.86 $3.62
( $66.86 )
-23.79%
April 2, 2024 AC 2.8 $58.91 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 3, 2024 AC 2.9 $54.86 @$55.00
Oct. 3, 2023 AC 2.6 $47.50 @$47.50
July 25, 2023 AC 2.7 $45.07 @$45.00
March 28, 2023 AC 2.6 $54.27 @$55.00
Dec. 28, 2022 AC 2.2 $62.19 @$62.50
Sept. 27, 2022 AC 2.4 $60.53 @$60.00
July 19, 2022 AC 2.5 $52.33 @$52.50

 
 
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