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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Chewy (CHWY) - NYSE Next Earnings Date: OS Estimate: Sept. 4, 2024 BO
OS Projected Window: Sept. 2, 2024 to Sept. 7, 2024
EVR: 5.8
Avg Daily Volume: 10,025,892    Market Cap: 7.64B
Sector: None    Short Interest: 25.35
Live Interactive Chart
Days to Next Earnings: 87 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 21
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
May 29, 2024 BO 5.0 $16.91 @$17.00 $1.56
($16.91)
9.18% 30.39% O 27.14% O $21.50 $4.73
( $21.50 )
203.21%
March 20, 2024 AC 5.1 $17.74 @$17.50 $3.39
($17.74)
19.37% -10.31% I -10.25% I $15.92 $2.50
( $15.92 )
-26.25%
Dec. 6, 2023 AC 4.9 $19.35 @$19.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 30, 2023 AC 4.9 $27.33 @$27.50
May 31, 2023 AC 4.3 $29.49 @$29.50
March 22, 2023 AC 4.2 $37.76 @$38.00
Dec. 8, 2022 AC 4.3 $41.97 @$42.00
Aug. 30, 2022 AC 4.2 $37.39 @$37.00
June 1, 2022 AC 3.6 $23.49 @$23.50
March 29, 2022 AC 3.2 $51.00 @$51.00

 
 
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