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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cummins Inc. (CMI) - NYSE Next Earnings Date: OS Estimate: July 31, 2024 BO
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 1.6
Avg Daily Volume: 1,001,622    Market Cap: 41.12B
Sector: Industrial Goods    Short Interest: 23.85
Live Interactive Chart
Days to Next Earnings: 88 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 61
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
May 2, 2024 BO 1.6 $283.87 @$285.00 $15.05
($283.87)
5.28% -3.5% I -1.26% I $280.29 $12.10
( $280.29 )
-19.6%
Feb. 6, 2024 BO 1.6 $241.11 @$240.00 $11.45
($241.11)
4.77% 4.33% I 4.32% I $251.54 $13.38
( $251.54 )
16.86%
Nov. 2, 2023 BO 1.7 $218.05 @$220.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 3, 2022 BO 1.4 $194.93 @$195.00
Feb. 3, 2022 BO 1.4 $226.47 @$230.00

 
 
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