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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: May 29, 2025 BO
OS Projected Window: May 26, 2025 to May 31, 2025
EVR: 1.6
Avg Daily Volume: 1,168,908    Market Cap: 53.4B
Sector: Financial    Short Interest: 1.56
Live Interactive Chart
Days to Next Earnings: 58 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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. 27, 2025 BO 1.7 $60.46 @$60.00 $3.20
($60.46)
5.33% 2.96% I -0.92% I $59.90 $2.40
( $59.90 )
-25.0%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 30, 2024 BO 1.4 $47.07 @$47.00
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

 
 
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