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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Chubb Limited (CB) - NYSE Next Earnings Date: OS Estimate: Jan. 27, 2026 AC
OS Projected Window: Jan. 26, 2026 to Jan. 31, 2026
EVR: 1.2
Avg Daily Volume: 1,838,188    Market Cap: 109.0B
Sector: Financial    Short Interest: 0.58
Live Interactive Chart
Days to Next Earnings: 88 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 72
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
Oct. 21, 2025 AC 1.3 $269.26 @$270.00 $13.65
($269.26)
5.06% 3.14% I 2.69% I $276.52 $14.10
( $276.52 )
3.3%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
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

 
 
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