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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Caterpillar (CAT) - NYSE Next Earnings Date: OS Estimate: Jan. 29, 2025 BO
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 2.4
Avg Daily Volume: 2,244,392    Market Cap: 189.41B
Sector: Industrial Goods    Short Interest: 2.9
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 58
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. 30, 2024 BO 2.4 $387.51 @$387.50 $27.02
($387.51)
6.97% -5.24% I -2.13% I $379.24 $22.25
( $379.24 )
-17.65%
Aug. 6, 2024 BO 2.4 $316.80 @$317.50 $26.57
($316.80)
8.37% 4.85% I 3.04% I $326.44 $17.62
( $326.44 )
-33.68%
April 25, 2024 BO 2.3 $363.52 @$362.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 27, 2022 BO 1.6 $196.96 @$197.50
Aug. 2, 2022 BO 1.5 $194.86 @$195.00

 
 
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