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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Citigroup (C) - NYSE Next Earnings Date: OS Estimate: Jan. 15, 2026 BO
OS Projected Window: Jan. 12, 2026 to Jan. 17, 2026
EVR: 1.7
Avg Daily Volume: 13,940,371    Market Cap: 178.7B
Sector: Financial    Short Interest: 1.66
Live Interactive Chart
Days to Next Earnings: 83 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 57
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
Oct. 14, 2025 BO 1.6 $96.10 @$95.00 $8.62
($96.10)
9.07% 5.32% I 3.89% I $99.84 $8.88
( $99.84 )
3.02%
July 15, 2025 BO 1.7 $87.50 @$87.50 $6.04
($87.50)
6.9% 4.91% I 3.67% I $90.72 $6.06
( $90.72 )
0.33%
April 15, 2025 BO 1.7 $63.22 @$62.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 15, 2025 BO 1.5 $73.50 @$72.50
Oct. 15, 2024 BO 1.5 $66.01 @$65.00
July 12, 2024 BO 1.6 $65.71 @$66.00
April 12, 2024 BO 1.6 $60.71 @$61.00
Jan. 12, 2024 BO 1.6 $52.08 @$52.00
Oct. 13, 2023 BO 1.8 $41.53 @$41.50
July 14, 2023 BO 1.7 $47.68 @$47.50

 
 
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