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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Comp En De Mn Cemig ADS (CIG) - NYSE Next Earnings Date: OS Estimate: Nov. 28, 2024 AC
OS Projected Window: Nov. 25, 2024 to Nov. 30, 2024
EVR: 1.4
Avg Daily Volume: 1,971,492    Market Cap: 5.89B
Sector: N/A    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 6 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 28
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. 13, 2024 AC 1.2 $1.96 @$2.00 $0.07
($1.96)
3.5% 8.67% O 5.61% O $2.07 $0.38
( $2.07 )
442.86%
Aug. 13, 2024 AC 1.0 $2.02 @$2.00 $0.08
($2.02)
4.0% 7.42% O 6.93% O $2.16 $0.12
( $2.16 )
50.0%
May 10, 2024 AC 1.0 $2.47 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 21, 2024 AC 1.0 $2.36 @$2.50
Nov. 9, 2023 AC 1.1 $2.53 @$2.50
Aug. 3, 2023 AC 1.1 $2.51 @$2.50
May 5, 2023 AC 1.2 $2.37 @$2.50
Nov. 11, 2022 AC 1.2 $2.01 @$2.50
Aug. 12, 2022 AC 1.3 $2.48 @$2.50
May 13, 2022 AC 1.3 $2.65 @$2.50

 
 
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