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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Citigroup (C) - NYSE Next Earnings Date: Estimated on Jan. 15, 2025
OS Projected Window: Jan. 13, 2025 to Jan. 18, 2025
EVR: 1.5
Avg Daily Volume: 15,059,833    Market Cap: 128.34B
Sector: Financial    Short Interest: 1.53
Live Interactive Chart
Days to Next Earnings: 54 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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
Oct. 15, 2024 BO 1.5 $66.01 @$65.00 $4.93
($66.01)
7.58% -5.27% I -5.1% I $62.64 $4.72
( $62.64 )
-4.26%
July 12, 2024 BO 1.6 $65.71 @$66.00 $2.61
($65.71)
3.95% -3.59% I -1.81% I $64.52 $2.02
( $64.52 )
-22.61%
April 12, 2024 BO 1.6 $60.71 @$61.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 12, 2024 BO 1.6 $52.08 @$52.00
Oct. 13, 2023 BO 1.8 $41.53 @$41.50
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

 
 
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