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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Citigroup Inc. (C) - NYSE Next Earnings Date: Estimated on July 14, 2020
OS Projected Window: July 11, 2020 to July 16, 2020
EVR: 1.3
Avg Daily Volume: 32,666,299    Market Cap: 102.34B
Sector: Financial    Short Interest: 1.51
Live Interactive Chart
Days to Next Earnings: 42 Days
Current 7 Day Implied Movement: 5.99%       Theoretical Expires in 7 days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 35
Earnings Date 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 Close Price Straddle @Trade Price Return
April 15, 2020 BO $45.42 @$45.00 $3.25
($44.94)
7.22% -6.18% I $42.86 $2.79
( $42.41 )
-14.15%
Jan. 14, 2020 BO $80.65 @$80.50 $2.44
($80.65)
3.03% 3.05% O $81.91 $1.96
( $81.91 )
-19.67%
Oct. 15, 2019 BO $70.24 @$70.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 15, 2019 BO $71.77 @$72.00
April 15, 2019 BO $67.42 @$67.50
Jan. 14, 2019 BO $56.69 @$56.50
Oct. 12, 2018 BO $68.38 @$69.00
July 13, 2018 BO $68.51 @$68.50
April 13, 2018 BO $72.13 @$72.00
Jan. 16, 2018 BO $76.84 @$77.00

 
 
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