Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cherry Hill Mortgage Investment Corporation (CHMI) - NYSE Next Earnings Date: OS Estimate: Jan. 7, 2025 AC
OS Projected Window: Jan. 6, 2025 to Jan. 11, 2025
EVR: 2.4
Avg Daily Volume: 231,380    Market Cap: 95.50M
Sector: Financial    Short Interest: 1.23
Live Interactive Chart
Days to Next Earnings: 46 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 13
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
Nov. 12, 2024 AC 2.1 $3.18 @$2.50 $0.68
($3.18)
27.2% -10.06% I -10.06% I $2.86 $0.25
( $2.86 )
-63.24%
Nov. 7, 2024 AC 2.3 $3.23 @$2.50 $0.77
($3.23)
30.8% 2.16% I 0.61% I $3.25 $0.73
( $3.25 )
-5.19%
Aug. 1, 2024 AC 2.5 $3.78 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 7, 2024 AC 2.2 $3.68 @$2.50
Nov. 2, 2023 AC 1.9 $3.18 @$2.50
Aug. 3, 2023 AC 2.1 $4.17 @$5.00
May 8, 2023 AC 2.0 $5.32 @$5.00
March 7, 2023 AC 1.5 $6.60 @$7.50
Aug. 3, 2022 AC 1.5 $7.19 @$7.50
May 9, 2022 AC 1.3 $6.48 @$7.50

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US