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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Canadian Imperial Bank of Commerce (CM) - NYSE Next Earnings Date: OS Estimate: Feb. 27, 2025 BO
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 1.7
Avg Daily Volume: 1,016,023    Market Cap: 57.13B
Sector: Financial    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 63 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
Dec. 5, 2024 BO 1.7 $63.62 @$62.50 $2.95
($63.62)
4.72% 5.5% O 4.65% I $66.58 $4.55
( $66.58 )
54.24%
Aug. 29, 2024 BO 1.5 $54.53 @$55.00 $2.33
($54.53)
4.24% 6.4% O 5.46% O $57.51 $2.98
( $57.51 )
27.9%
May 30, 2024 BO 1.4 $47.07 @$47.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 29, 2024 BO 1.4 $46.29 @$46.00
Nov. 30, 2023 BO 1.3 $39.26 @$39.00
Aug. 31, 2023 BO 1.3 $40.88 @$40.00
May 25, 2023 BO 1.3 $40.94 @$40.00
Feb. 24, 2023 BO 1.4 $45.23 @$45.00
Dec. 1, 2022 BO 1.2 $48.17 @$47.50
Aug. 25, 2022 BO 1.3 $50.49 @$50.00

 
 
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