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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
The Cigna Group (CI) - NYSE Next Earnings Date: OS Estimate: Feb. 7, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 2.0
Avg Daily Volume: 1,928,804    Market Cap: 99.58B
Sector: Healthcare    Short Interest: 1.2
Live Interactive Chart
Days to Next Earnings: 70 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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. 31, 2024 BO 1.8 $312.89 @$315.00 $28.55
($312.89)
9.06% 9.42% O 0.61% I $314.81 $19.50
( $314.81 )
-31.7%
Aug. 1, 2024 BO 1.9 $348.67 @$350.00 $17.50
($348.67)
5.0% -6.91% O -4.6% I $332.60 $19.22
( $332.60 )
9.83%
May 2, 2024 BO 1.9 $357.18 @$357.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 2, 2024 BO 1.8 $307.32 @$307.50
Nov. 2, 2023 BO 1.9 $309.41 @$310.00
Aug. 3, 2023 BO 1.8 $299.40 @$300.00
May 5, 2023 BO 1.7 $243.69 @$242.50
Feb. 3, 2023 BO 1.7 $301.53 @$302.50
Nov. 3, 2022 BO 1.9 $320.86 @$320.00
Aug. 4, 2022 BO 1.8 $271.74 @$272.50

 
 
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