Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Citigroup (C) - NYSE Next Earnings Date: OS Estimate: Oct. 10, 2024 BO
OS Projected Window: Oct. 7, 2024 to Oct. 12, 2024
EVR: 1.5
Avg Daily Volume: 12,350,000    Market Cap: 128.34B
Sector: Financial    Short Interest: 1.53
Live Interactive Chart
Days to Next Earnings: 85 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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
July 12, 2024 BO 1.6 $65.71 @$66.00 $2.61
($65.71)
3.95% -3.59% I -1.81% I $64.52 $2.02
( $64.52 )
-22.61%
April 12, 2024 BO 1.6 $60.71 @$61.00 $2.93
($60.71)
4.8% -3.22% I -1.69% I $59.68 $2.17
( $59.68 )
-25.94%
Jan. 12, 2024 BO 1.6 $52.08 @$52.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 13, 2023 BO 1.8 $41.53 @$41.50
July 14, 2023 BO 1.7 $47.68 @$47.50
April 14, 2023 BO 1.7 $47.30 @$47.50
Jan. 13, 2023 BO 1.7 $49.09 @$49.00
Oct. 14, 2022 BO 1.7 $42.95 @$43.00
July 15, 2022 BO 1.3 $44.14 @$45.00
April 14, 2022 BO 1.3 $50.15 @$50.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US