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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Chubb Limited (CB) - NYSE Next Earnings Date: OS Estimate: Jan. 28, 2025 AC
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 1.3
Avg Daily Volume: 1,428,726    Market Cap: 103.68B
Sector: Financial    Short Interest: 0.61
Live Interactive Chart
Days to Next Earnings: 67 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 67
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. 29, 2024 AC 1.4 $287.20 @$285.00 $15.10
($287.20)
5.3% -1.44% I -1.23% I $283.64 $10.70
( $283.64 )
-29.14%
July 23, 2024 AC 1.5 $263.25 @$265.00 $12.80
($263.25)
4.83% 1.76% I -1.21% I $260.04 $10.07
( $260.04 )
-21.33%
April 23, 2024 AC 1.5 $249.88 @$250.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 30, 2024 AC 1.6 $243.17 @$245.00
Oct. 24, 2023 AC 1.6 $211.44 @$210.00
July 25, 2023 AC 1.5 $195.52 @$195.00
April 25, 2023 AC 1.6 $201.18 @$200.00
Jan. 31, 2023 AC 1.5 $227.49 @$230.00
Oct. 25, 2022 AC 1.4 $201.43 @$200.00
July 26, 2022 AC 1.4 $188.28 @$190.00

 
 
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