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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Citigroup (C) - NYSE Next Earnings Date: Jan. 15, 2025 BO
EVR: 1.5
Avg Daily Volume: 12,749,546    Market Cap: 128.34B
Sector: Financial    Short Interest: 1.53
Live Interactive Chart
Days to Next Earnings: 5 Days
Implied Move Weekly: 4.38%       Expires on: Jan. 17, 2025
Implied Move Monthly: 7.45%       Expires on: Feb. 21, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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
Jan. 15, 2025 BO None $0.00 @$72.50 $5.46
($73.26)
7.45% -None% I -None% I $0.00 $0.00
( N/A )
None%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 12, 2024 BO 1.6 $60.71 @$61.00
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

 
 
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