The family has hired attorneys and said they are reviewing their legal options.
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Calderon's fiancé, Israel Alvarado, spoke for the first time Wednesday about the tragedy.
"This event has shattered our families, has left my children without a mother and left me without the most important person in my life," Alvarado said. "This could have been prevented if people cared."
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Man, 18, charged in fatal Wicker Park Walgreens stabbing
Calderon, a 32-year-old mother of two was killed as she was stocking shelves at a Walgreens's in Wicker Park 10 days ago on Milwaukee Avenue.
Sincere Williams, 18, has been charged with her murder. Police believe his intention was to rob the store but it escalated to murder.
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Police also believe he is responsible for other crimes in the area and an armed robbery at the same Walgreens days before the attack.
Kim Foxx faces criticism from opponent over deadly Wicker Park Walgreens stabbing of Olga Calderon
Calderon's family is outraged saying multiple warning signs were ignored.
They believe William's criminal history should have prevented him from being on the street and that he should have been on electronic monitoring by Cook County officials.
"What we wanna know is, why would the state's attorney allow a person who robbed a gun store be allowed to walk free to commit other crimes?" said attorney Frank Sommario. "If it is because he is schizophrenic, as is reported in the news, then why wasn't he required to be electronically monitored while getting the necessary medical or psychological treatment?"
WATCH: Chicago police announce charges, new details on motive behind stabbing
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WATCH: CPD releases details on motive behind stabbing death of Wicker Park Walgreen's employee
The family is also demanding answers from Walgreens as to why a security presence was removed from the store after a prior robbery.
Walgreens has added a security guard to the store following Calderon's murder.
Walgreens sent a statement saying, "We continue to be very saddened by this tragic incident and again extend our deepest condolences to the family and loved ones of our team member. We have been in contact with the family and their representatives, offering our assistance and support.
"The safety of our customers and team members is our top priority, and Ms. Calderon's family remains in our thoughts and prayers during this difficult time."
Attorneys for the family said they are examining all events leading up to Calderon's murder and are considering every legal option. They said they plan to hold all responsible parties accountable.