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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Chubb Limited (CB) - NYSE Next Earnings Date: OS Estimate: Oct. 28, 2025 AC
OS Projected Window: Oct. 27, 2025 to Nov. 1, 2025
EVR: 1.3
Avg Daily Volume: 1,931,494    Market Cap: 109.3B
Sector: Financial    Short Interest: 0.76
Live Interactive Chart
Days to Next Earnings: 74 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 71
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 22, 2025 AC 1.2 $278.73 @$280.00 $12.70
($278.73)
4.54% -5.09% O -3.07% I $270.15 $12.05
( $270.15 )
-5.12%
April 22, 2025 AC 1.2 $290.42 @$290.00 $17.05
($290.42)
5.88% -3.69% I -2.04% I $284.49 $14.20
( $284.49 )
-16.72%
Jan. 28, 2025 AC 1.3 $272.27 @$270.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Jan. 30, 2024 AC 1.6 $243.17 @$245.00
Oct. 24, 2023 AC 1.6 $211.44 @$210.00
July 25, 2023 AC 1.5 $195.52 @$195.00
April 25, 2023 AC 1.6 $201.18 @$200.00

 
 
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