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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Chubb Limited (CB) - NYSE Next Earnings Date: OS Estimate: Oct. 27, 2026 AC
OS Projected Window: Oct. 26, 2026 to Oct. 31, 2026
EVR: 1.3
Avg Daily Volume: 1,926,304    Market Cap: 131.6B
Sector: Financial Services    Short Interest: 1.09
Live Interactive Chart
Days to Next Earnings: 63 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 75
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 21, 2026 AC 1.3 $354.80 @$355.00 $21.65
($354.80)
6.1% -4.72% I -3.26% I $343.23 $19.75
( $343.23 )
-8.78%
April 21, 2026 AC 1.3 $329.29 @$330.00 $14.85
($329.29)
4.5% -2.82% I -1.17% I $325.43 $13.35
( $325.43 )
-10.1%
Feb. 3, 2026 AC 1.2 $313.38 @$315.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 21, 2025 AC 1.3 $269.26 @$270.00
July 22, 2025 AC 1.2 $278.73 @$280.00
April 22, 2025 AC 1.2 $290.42 @$290.00
Jan. 28, 2025 AC 1.3 $272.27 @$270.00
Oct. 29, 2024 AC 1.4 $287.20 @$285.00
July 23, 2024 AC 1.5 $263.25 @$265.00
April 23, 2024 AC 1.5 $249.88 @$250.00

 
 
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