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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cummins Inc. (CMI) - NYSE Next Earnings Date: OS Estimate: Feb. 4, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 2.1
Avg Daily Volume: 622,997    Market Cap: 41.12B
Sector: Industrial Goods    Short Interest: 23.85
Live Interactive Chart
Days to Next Earnings: 74 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 63
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. 5, 2024 BO 1.9 $325.62 @$330.00 $19.50
($325.62)
5.91% 9.54% O 8.85% O $354.46 $27.73
( $354.46 )
42.21%
Aug. 1, 2024 BO 1.6 $291.80 @$290.00 $16.95
($291.80)
5.84% 10.63% O 4.89% I $306.09 $19.53
( $306.09 )
15.22%
May 2, 2024 BO 1.6 $283.87 @$285.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 6, 2024 BO 1.6 $241.11 @$240.00
Nov. 2, 2023 BO 1.7 $218.05 @$220.00
Aug. 3, 2023 BO 1.5 $262.22 @$260.00
May 2, 2023 BO 1.6 $234.58 @$230.00
Feb. 6, 2023 BO 1.6 $256.11 @$260.00
Nov. 3, 2022 BO 1.4 $241.25 @$240.00
Aug. 2, 2022 BO 1.5 $217.84 @$220.00

 
 
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