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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Chubb Limited (CB) - NYSE Next Earnings Date: OS Estimate: April 23, 2024 AC
OS Projected Window: April 22, 2024 to April 27, 2024
EVR: 1.5
Avg Daily Volume: 1,657,717    Market Cap: 103.68B
Sector: Financial    Short Interest: 0.61
Live Interactive Chart
Days to Next Earnings: 26 Days
Implied Move Monthly: 5.49%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 66
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
April 23, 2024 AC None $0.00 @$260.00 $14.20
($258.50)
5.49% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 30, 2024 AC 1.6 $243.17 @$245.00 $11.40
($243.17)
4.65% 2.21% I 0.75% I $245.00 $7.15
( $245.00 )
-37.28%
Oct. 24, 2023 AC 1.6 $211.44 @$210.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 25, 2023 AC 1.5 $195.52 @$195.00
April 25, 2023 AC 1.6 $201.18 @$200.00
Jan. 31, 2023 AC 1.5 $227.49 @$230.00
Oct. 25, 2022 AC 1.4 $201.43 @$200.00
July 26, 2022 AC 1.4 $188.28 @$190.00
April 26, 2022 AC 1.4 $203.40 @$200.00
Feb. 1, 2022 AC 1.4 $199.87 @$200.00

 
 
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