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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Commercial Metals Company (CMC) - NYSE Next Earnings Date: OS Estimate: June 19, 2025 BO
OS Projected Window: June 16, 2025 to June 21, 2025
EVR: 2.3
Avg Daily Volume: 1,331,727    Market Cap: 5.2B
Sector: Basic Materials    Short Interest: 3.67
Live Interactive Chart
Days to Next Earnings: 80 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 67
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
March 20, 2025 BO 2.4 $46.86 @$47.50 $5.20
($46.86)
10.95% -3.69% I 1.06% I $47.36 $3.93
( $47.36 )
-24.42%
Jan. 6, 2025 BO 2.5 $48.89 @$50.00 $3.42
($48.89)
6.84% 5.82% I 3.1% I $50.41 $2.25
( $50.41 )
-34.21%
Oct. 17, 2024 BO 2.5 $53.67 @$52.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 20, 2024 BO 2.4 $50.74 @$50.00
March 21, 2024 BO 2.4 $56.01 @$55.00
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

 
 
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