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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Chipotle Mexican Grill (CMG) - NYSE Next Earnings Date: OS Estimate: July 24, 2024 AC
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 3.0
Avg Daily Volume: 291,907    Market Cap: 79.03B
Sector: Services    Short Interest: 2.51
Live Interactive Chart
Days to Next Earnings: 87 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
April 24, 2024 AC 3.2 $2,926.76 @$2,925.00 $208.35
($2,926.76)
7.12% 7.48% O 6.32% I $3,111.97 $221.30
( $3,111.97 )
6.22%
Feb. 6, 2024 AC 3.0 $2,487.74 @$2,490.00 $167.95
($2,487.74)
6.74% 9.57% O 7.2% O $2,666.99 $181.72
( $2,666.99 )
8.2%
Oct. 26, 2023 AC None $0.00 @$1,805.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 26, 2023 AC None $2,087.86 @$2,087.50
April 25, 2023 AC 2.8 $1,780.00 @$1,780.00
Feb. 7, 2023 AC 2.8 $1,722.86 @$1,725.00
Oct. 25, 2022 AC 2.8 $1,584.02 @$1,585.00
July 26, 2022 AC 2.5 $1,316.43 @$1,317.50
April 26, 2022 AC 2.5 $1,438.21 @$1,440.00
Feb. 8, 2022 AC 2.5 $1,460.35 @$1,460.00

 
 
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