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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Citigroup Inc. (C) - NYSE Next Earnings Date: N/A
EVR: 1.3
Avg Daily Volume: 23,113,360    Market Cap: 103.22B
Sector: Financial    Short Interest: 0.84
Live Interactive Chart
Current 7 Day Implied Movement: 5.48%       Theoretical Expires in 7 days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 38
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
Jan. 15, 2021 BO $0.00 @$69.00 $2.72
($69.01)
3.94% -None% I $0.00 $4.78
( $64.23 )
75.74%
Oct. 13, 2020 BO $45.88 @$45.50 $1.84
($45.32)
4.04% -5.07% O $43.68 $2.10
( $43.15 )
14.13%
July 14, 2020 BO $52.20 @$51.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 15, 2019 BO $67.42 @$67.50
Jan. 14, 2019 BO $56.69 @$56.50
Oct. 12, 2018 BO $68.38 @$69.00

 
 
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