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$CAL Earnings March 19 BMO. 19-Apr-24 Straddle Implies ±12.2% Move vs Prev. Move +8.8%

CAL 36.81+2.47 (+7.2%)Caleres

  • ATM straddle for 16-Feb-24 expiration returned a positive 92.9% from the previous business day
  • The upside wing (25 delta calls) gained 370.6%
  • Downside put (25 delta puts) lost -66.7%
  • The option volume for 16-Feb-24 expiration is 2,132
Unusual Option Volume

CAL Caleres36.17+1.83 (+5.3%)

Caleres trades 2,888 contracts.
Unusual Option Volume

CAL Caleres32.69+0.26 (+0.8%)

Caleres trades 4,084 contracts.
Unusual Option Volume

CAL Caleres31.68+0.09 (+0.3%)

Caleres trades 3,935 contracts.
Unusual Option Volume

CAL Caleres27.60+0.17 (+0.6%)

Caleres trades 3,822 contracts. The highest volume is in the 15-Dec-23 25 puts.