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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Calumet (CLMT) - NASDAQ Next Earnings Date: OS Estimate: March 7, 2025 BO
OS Projected Window: March 3, 2025 to March 8, 2025
EVR: 4.3
Avg Daily Volume: 800,391    Market Cap: 1.29B
Sector: Basic Materials    Short Interest: 1.9
Live Interactive Chart
Days to Next Earnings: 105 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 63
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. 8, 2024 BO 4.5 $20.26 @$20.00 $2.68
($20.26)
13.4% 11.05% I 9.77% I $22.24 $2.33
( $22.24 )
-13.06%
Aug. 9, 2024 BO 4.1 $11.79 @$12.00 $1.62
($11.79)
13.5% 18.65% O 15.69% O $13.64 $1.90
( $13.64 )
17.28%
May 10, 2024 BO 4.4 $16.16 @$16.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 23, 2024 BO 4.6 $17.21 @$17.00
Nov. 9, 2023 BO 4.5 $13.00 @$13.00
Aug. 4, 2023 BO 4.9 $16.01 @$16.00
May 5, 2023 BO 4.9 $16.03 @$16.00
March 15, 2023 BO 5.3 $18.01 @$18.00
Aug. 5, 2022 BO 4.4 $13.16 @$13.00
May 6, 2022 BO 4.6 $15.38 @$15.00

 
 
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