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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Casa Systems (CASA) - NASDAQ Next Earnings Date: OS Estimate: Feb. 27, 2025 AC
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 7.3
Avg Daily Volume: 3,787,515    Market Cap: 37.17M
Sector: None    Short Interest: 0.7
Live Interactive Chart
Days to Next Earnings: 97 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 12
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. 7, 2023 AC 6.7 $0.55 @$2.50 $2.00
($0.55)
80.0% -32.72% I -27.27% I $0.40 $2.10
( $0.40 )
5.0%
Aug. 8, 2023 AC 6.9 $0.98 @$2.50 $1.50
($0.98)
60.0% -18.36% I -13.26% I $0.85 $1.90
( $0.85 )
26.67%
May 9, 2023 AC 6.7 $1.20 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 14, 2023 AC 5.6 $3.49 @$2.50
Aug. 4, 2022 AC 6.2 $4.65 @$5.00
May 4, 2022 AC 6.5 $5.25 @$5.00
Feb. 24, 2022 AC 7.1 $4.04 @$5.00
Nov. 2, 2021 AC 7.0 $6.71 @$7.50
July 29, 2021 AC 7.5 $8.26 @$7.50
April 29, 2021 AC 7.3 $9.34 @$10.00

 
 
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