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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Citigroup (C) - NYSE Next Earnings Date: OS Estimate: July 11, 2024 BO
OS Projected Window: July 8, 2024 to July 13, 2024
EVR: 1.6
Avg Daily Volume: 14,316,121    Market Cap: 121.12B
Sector: Financial    Short Interest: 1.48
Live Interactive Chart
Days to Next Earnings: 61 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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
April 12, 2024 BO 1.6 $60.71 @$61.00 $2.93
($60.71)
4.8% -3.22% I -1.69% I $59.68 $2.17
( $59.68 )
-25.94%
Jan. 12, 2024 BO 1.6 $52.08 @$52.00 $2.39
($52.08)
4.6% 3.39% I 1.03% I $52.62 $1.52
( $52.62 )
-36.4%
Oct. 13, 2023 BO 1.8 $41.53 @$41.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 14, 2023 BO 1.7 $47.68 @$47.50
April 14, 2023 BO 1.7 $47.30 @$47.50
Jan. 13, 2023 BO 1.7 $49.09 @$49.00
Oct. 14, 2022 BO 1.7 $42.95 @$43.00
July 15, 2022 BO 1.3 $44.14 @$45.00
April 14, 2022 BO 1.3 $50.15 @$50.00
Jan. 14, 2022 BO 1.3 $67.78 @$68.00

 
 
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