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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Commercial Metals Company (CMC) - NYSE Next Earnings Date: OS Estimate: Jan. 9, 2025 BO
OS Projected Window: Jan. 6, 2025 to Jan. 11, 2025
EVR: 2.5
Avg Daily Volume: 925,763    Market Cap: 6.13B
Sector: Basic Materials    Short Interest: 3.15
Live Interactive Chart
Days to Next Earnings: 48 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
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
Oct. 17, 2024 BO 2.5 $53.67 @$52.50 $4.72
($53.67)
8.99% 6.46% I 5.1% I $56.41 $5.38
( $56.41 )
13.98%
June 20, 2024 BO 2.4 $50.74 @$50.00 $4.17
($50.74)
8.34% 6.64% I 3.8% I $52.67 $3.88
( $52.67 )
-6.95%
March 21, 2024 BO 2.4 $56.01 @$55.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 8, 2024 BO 2.3 $48.22 @$48.00
Oct. 12, 2023 BO 2.0 $48.34 @$47.50
June 22, 2023 BO 1.9 $47.62 @$48.00
March 23, 2023 BO 1.9 $44.53 @$45.00
Jan. 9, 2023 BO 2.1 $50.61 @$50.00
Oct. 13, 2022 BO 2.0 $39.62 @$40.00
June 16, 2022 BO 2.2 $37.27 @$37.00

 
 
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