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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Chimera Investment Corporation (CIM) - NYSE Next Earnings Date: Estimated on May 8, 2025
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 2.8
Avg Daily Volume: 605,346    Market Cap: 1.1B
Sector: Financial    Short Interest: 1.94
Live Interactive Chart
Days to Next Earnings: 37 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
Feb. 12, 2025 BO 2.7 $15.09 @$15.00 $0.70
($15.09)
4.67% -10.47% O -7.81% O $13.91 $1.18
( $13.91 )
68.57%
Nov. 6, 2024 BO 2.8 $14.94 @$15.00 $1.02
($14.94)
6.8% -4.41% I 0.0% I $14.94 $0.65
( $14.94 )
-36.27%
Aug. 7, 2024 BO 2.7 $13.65 @$14.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 9, 2024 BO 2.4 $4.24 @$4.00
Feb. 14, 2024 BO 2.4 $4.51 @$5.00
Nov. 2, 2023 BO 2.2 $4.90 @$5.00
Aug. 3, 2023 BO 2.1 $6.20 @$6.00
May 4, 2023 BO 2.0 $5.23 @$5.00
Feb. 15, 2023 BO 2.0 $7.07 @$7.00
Nov. 3, 2022 BO 1.7 $6.50 @$6.00

 
 
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