CAL as of Nov 1 · 08:52 ET

CALNYSEFootwear, (No Rubber)

Caleres Inc · Brief

Next report

37 days

Dec 8 · before openest.Q3 FY26

Earnings

Expected move

Inputs

±7.2%implied · report alone

12.5214.46

straddle ±16.7%

spot 13.49exp Dec 18ATM strike 12.5ATM straddle 2.65IV 67%

Oct 30 closereport share · term structure

Expected move

Inputs

Implied vs realized

8 reportsHistory

3 of 8≥ implied

avg implied: ±13.2%
avg realized: ±9.0%

Dec 5 '24±8.6%▼−19.97%×2.33

Mar 20 '25±12.8%▲+2.75%×0.21

May 29 '25±15.1%▼−18.31%×1.21

Sep 4 '25±12.8%▼−4.75%×0.37

Q3 FY26±14.9%▼−5.56%×0.37

Mar 19 '26±15.6%▲+19.07%×1.23

Q1 FY26±13.9%▲+0.64%×0.05

Q2 FY26±11.6%▲+1.00%×0.09

quarterimplied−20%0+20%realized×

Q2 FY26±11.6%▲+1.00%×0.09

Q1 FY26±13.9%▲+0.64%×0.05

Mar '26±15.6%▲+19.07%×1.23

Q3 FY26±14.9%▼−5.56%×0.37

Sep '25±12.8%▼−4.75%×0.37

May '25±15.1%▼−18.31%×1.21

2 older reports

Mar '25±12.8%▲+2.75%×0.21

Dec '24±8.6%▼−19.97%×2.33

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Bull & bear

Dec 8 report · est.

Bull2 of 3

+0.48%change in shares held by the ten largest reporting managers over the latest quarter13F · Jun 30 '26

23disclosed supplier and customer ties reported in SEC filingsSEC filings

Bear2 of 3

12 of 25largest reporting managers cut their stake in the latest quarter13F · Jun 30 '26

5 of 8recent reports where the move came in under the options implied rangeEarnings history

AI captions · Sep 28 '26once per report · top 2 per case

Linked exposure

CAL report session

Suppliers 2

NKENike×0.24 TPRTapestry×0.22

Customers 4

DBIDSW×0.70 KSSKohl's×0.69 MMacy's×0.41 DDSDillard's×0.30

× = co-movement · max 500dSource: SEC filings · market data

Latest changes

30 daysAll changes

No changes.

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.