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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Citigroup (C) - NYSE Next Earnings Date: Estimated on Jan. 14, 2022
OS Projected Window: Jan. 12, 2022 to Jan. 17, 2022
EVR: 1.3
Avg Daily Volume: 20,189,387    Market Cap: 126.62B
Sector: Financial    Short Interest: 1.87
Live Interactive Chart
Days to Next Earnings: 38 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 41
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
Oct. 14, 2021 BO $70.26 @$70.00 $2.12
($69.75)
3.03% 1.43% I $70.80 $1.07
( $70.29 )
-49.53%
July 14, 2021 BO $68.37 @$68.00 $1.94
($67.86)
2.85% 3.52% O $68.17 $1.25
( $67.66 )
-35.57%
April 15, 2021 BO $72.91 @$72.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 15, 2021 BO $69.01 @$69.00
Oct. 13, 2020 BO $45.88 @$45.50
July 14, 2020 BO $52.20 @$51.50
April 15, 2020 BO $45.42 @$45.00
Jan. 14, 2020 BO $80.65 @$80.50
Oct. 15, 2019 BO $70.24 @$70.00
July 15, 2019 BO $71.77 @$72.00

 
 
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