Optionslam.com

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

 
Citigroup (C) - NYSE Next Earnings Date: Oct. 13, 2026 BO
EVR: 1.6
Avg Daily Volume: 13,903,212    Market Cap: 240.1B
Sector: Financial    Short Interest: 1.6
Live Interactive Chart
Implied Move Weekly: 4.21%       Expires on: July 17, 2026
Implied Move Monthly: 8.44%       Expires on: Aug. 21, 2026

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 60
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
July 14, 2026 BO None $140.71 @$140.00 $11.82
($140.71)
8.44% -6.07% I -5.28% I $133.27 $11.68
( $133.27 )
-1.18%
April 14, 2026 BO 1.7 $126.28 @$125.00 $10.27
($126.28)
8.22% 3.72% I 2.61% I $129.58 $10.48
( $129.58 )
2.04%
Jan. 14, 2026 BO 1.7 $116.30 @$115.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 14, 2025 BO 1.6 $96.10 @$95.00
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

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