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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Chesapeake Utilities Corporation (CPK) - NYSE Next Earnings Date: OS Estimate: Feb. 26, 2025 AC
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 1.6
Avg Daily Volume: 91,655    Market Cap: 2.39B
Sector: Utilities    Short Interest: 1.86
Live Interactive Chart
Days to Next Earnings: 43 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 35
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. 7, 2024 AC 1.5 $121.53 @$120.00 $3.05
($121.53)
2.54% 5.43% O 2.55% O $124.63 $5.00
( $124.63 )
63.93%
May 8, 2024 AC 1.6 $110.53 @$110.00 $4.20
($110.53)
3.82% 2.24% I 0.78% I $111.40 $2.50
( $111.40 )
-40.48%
Feb. 21, 2024 AC 1.6 $105.53 @$105.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 2, 2023 AC 1.5 $91.33 @$90.00
Aug. 3, 2023 AC 1.6 $114.96 @$115.00
May 3, 2023 AC 1.6 $124.12 @$125.00
Feb. 22, 2023 AC 1.6 $123.60 @$125.00
Nov. 2, 2022 AC 1.1 $123.85 @$125.00
Aug. 3, 2022 AC 1.1 $136.42 @$135.00
May 3, 2022 AC 1.0 $122.09 @$120.00

 
 
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