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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Chatham Lodging Trust (REIT) (CLDT) - NYSE Next Earnings Date: OS Estimate: Feb. 26, 2025 BO
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 2.1
Avg Daily Volume: 513,154    Market Cap: 494.42M
Sector: Financial    Short Interest: 1.99
Live Interactive Chart
Days to Next Earnings: 96 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
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. 7, 2024 BO 1.9 $8.41 @$7.50 $1.27
($8.41)
16.93% 10.7% I 8.68% I $9.14 $1.73
( $9.14 )
36.22%
Aug. 2, 2024 BO 2.0 $8.67 @$7.50 $1.23
($8.67)
16.4% -2.99% I -0.8% I $8.60 $1.20
( $8.60 )
-2.44%
Feb. 27, 2024 BO 2.0 $10.26 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 2, 2023 BO 2.0 $9.33 @$10.00
Aug. 2, 2023 BO 2.1 $9.44 @$10.00
May 4, 2023 BO 2.3 $10.14 @$10.00
Feb. 23, 2023 BO 2.3 $13.14 @$12.50
Nov. 8, 2022 BO 2.3 $12.09 @$12.50
Aug. 3, 2022 BO 2.2 $12.10 @$12.50
May 4, 2022 BO 2.2 $13.72 @$12.50

 
 
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