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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Chevron Corporation (CVX) - NYSE Next Earnings Date: OS Estimate: Aug. 2, 2024 BO
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 1.3
Avg Daily Volume: 8,153,494    Market Cap: 293.65B
Sector: Basic Materials    Short Interest: 2.67
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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 26, 2024 BO 1.4 $165.28 @$165.00 $7.90
($165.28)
4.79% -1.19% I 0.36% I $165.89 $6.83
( $165.89 )
-13.54%
Feb. 2, 2024 BO 1.4 $147.89 @$148.00 $6.76
($147.89)
4.57% 3.71% I 2.94% I $152.24 $6.46
( $152.24 )
-4.44%
Oct. 27, 2023 BO 1.3 $154.75 @$155.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 28, 2023 BO 1.4 $159.66 @$160.00
April 28, 2023 BO 1.5 $166.95 @$167.50
Jan. 27, 2023 BO 1.4 $187.79 @$187.50
Oct. 28, 2022 BO 1.4 $177.90 @$177.50
July 29, 2022 BO 1.2 $150.39 @$150.00
April 29, 2022 BO 1.2 $161.79 @$162.50
Jan. 28, 2022 BO 1.1 $135.37 @$135.00

 
 
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