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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
The Cigna Group (CI) - NYSE Next Earnings Date: Estimated on May 2, 2025
OS Projected Window: April 28, 2025 to May 3, 2025
EVR: 2.3
Avg Daily Volume: 1,745,570    Market Cap: 87.9B
Sector: Healthcare    Short Interest: 1.34
Live Interactive Chart
Days to Next Earnings: 30 Days
Implied Move Weekly: 7.26%       Expires on: May 2, 2025
Implied Move Monthly: 8.54%       Expires on: May 16, 2025

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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
May 2, 2025 BO None $0.00 @$330.00 $28.35
($331.92)
8.54% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 30, 2025 BO 2.0 $303.31 @$305.00 $21.20
($303.31)
6.95% -11.31% O -6.7% I $282.98 $23.00
( $282.98 )
8.49%
Oct. 31, 2024 BO 1.8 $312.89 @$315.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 1, 2024 BO 1.9 $348.67 @$350.00
May 2, 2024 BO 1.9 $357.18 @$357.50
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

 
 
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