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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Citigroup (C) - NYSE Next Earnings Date: April 14, 2026 BO
EVR: 1.7
Avg Daily Volume: 15,669,796    Market Cap: 198.4B
Sector: Financial    Short Interest: 1.44
Live Interactive Chart
Days to Next Earnings: 20 Days
Implied Move Weekly: 8.89%       Expires on: April 17, 2026
Implied Move Monthly: 12.14%       Expires on: May 15, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 59
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 14, 2026 BO None $0.00 @$110.00 $13.55
($111.64)
12.14% -None% -None% $0.00 $0.00
( N/A )
None%
Jan. 14, 2026 BO 1.7 $116.30 @$115.00 $9.07
($116.30)
7.89% -5.01% I -3.34% I $112.41 $7.99
( $112.41 )
-11.91%
Oct. 14, 2025 BO 1.6 $96.10 @$95.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 15, 2025 BO 1.7 $87.50 @$87.50
April 15, 2025 BO 1.7 $63.22 @$62.50
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

 
 
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