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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Caterpillar (CAT) - NYSE Next Earnings Date: Estimated on April 29, 2025
OS Projected Window: April 21, 2025 to April 26, 2025
EVR: 2.2
Avg Daily Volume: 2,619,103    Market Cap: 167.4B
Sector: Industrial Goods    Short Interest: 2.06
Live Interactive Chart
Days to Next Earnings: 28 Days
Implied Move Weekly: 7.65%       Expires on: May 2, 2025
Implied Move Monthly: 9.04%       Expires on: May 16, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 60
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 29, 2025 BO None $0.00 @$330.00 $29.90
($330.57)
9.04% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 30, 2025 BO 2.4 $393.23 @$392.50 $24.20
($393.23)
6.17% -5.1% I -4.64% I $374.98 $22.88
( $374.98 )
-5.45%
Oct. 30, 2024 BO 2.4 $387.51 @$387.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 6, 2024 BO 2.4 $316.80 @$317.50
April 25, 2024 BO 2.3 $363.52 @$362.50
Feb. 5, 2024 BO 2.3 $315.09 @$315.00
Oct. 31, 2023 BO 2.2 $242.16 @$242.50
Aug. 1, 2023 BO 2.0 $265.17 @$265.00
April 27, 2023 BO 1.9 $216.19 @$215.00
Jan. 31, 2023 BO 1.9 $261.50 @$262.50

 
 
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