Optionslam.com

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

 
Citigroup (C) - NYSE Next Earnings Date: Oct. 14, 2025 BO
EVR: 1.6
Avg Daily Volume: 13,331,529    Market Cap: 175.6B
Sector: Financial    Short Interest: 2.2
Live Interactive Chart
Days to Next Earnings: 27 Days
Implied Move Weekly: 7.35%       Expires on: Oct. 17, 2025
Implied Move Monthly: 10.06%       Expires on: Nov. 21, 2025

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
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 None $0.00 @$100.00 $10.12
($100.64)
10.06% -None% I -None% I $0.00 $0.00
( N/A )
None%
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

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