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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Chimera Investment Corporation (CIM) - NYSE Next Earnings Date: OS Estimate: Feb. 12, 2025 BO
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 2.7
Avg Daily Volume: 510,578    Market Cap: 1.03B
Sector: Financial    Short Interest: 1.79
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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. 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 $0.97
($13.65)
6.93% 7.69% O 7.03% O $14.61 $0.92
( $14.61 )
-5.15%
May 9, 2024 BO 2.4 $4.24 @$4.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 4, 2022 BO 1.4 $10.13 @$10.00

 
 
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