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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cass Information Systems (CASS) - NASDAQ Next Earnings Date: Estimate: Jan. 23, 2025 BO
EVR: 1.4
Avg Daily Volume: 43,567    Market Cap: 643.42M
Sector: Services    Short Interest: 1.49
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 28
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
April 22, 2024 BO 1.4 $41.65 @$40.00 $3.00
($41.65)
7.5% 3.62% I 1.08% I $42.10 $3.17
( $42.10 )
5.67%
Jan. 25, 2024 BO 1.3 $42.95 @$45.00 $2.55
($42.95)
5.67% 4.72% I 3.11% I $44.29 $5.10
( $44.29 )
100.0%
Oct. 19, 2023 BO 1.3 $36.95 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 20, 2023 BO 1.2 $39.08 @$40.00
April 17, 2023 AC 0.8 $42.08 @$40.00
Jan. 19, 2023 AC 0.8 $46.94 @$45.00
Jan. 27, 2022 BO 0.8 $38.74 @$40.00
Oct. 21, 2021 BO 0.9 $42.04 @$40.00
July 22, 2021 BO 0.9 $40.84 @$40.00
April 22, 2021 BO 0.9 $45.64 @$45.00

 
 
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