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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Chubb Limited (CB) - NYSE Next Earnings Date: OS Estimate: July 21, 2026 AC
OS Projected Window: July 20, 2026 to July 25, 2026
EVR: 1.3
Avg Daily Volume: 1,540,720    Market Cap: 126.8B
Sector: Financial    Short Interest: 0.98
Live Interactive Chart
Days to Next Earnings: 76 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 74
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 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 $13.25
($313.38)
4.21% 6.53% O 5.12% O $329.45 $17.23
( $329.45 )
30.04%
Oct. 21, 2025 AC 1.3 $269.26 @$270.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Jan. 30, 2024 AC 1.6 $243.17 @$245.00

 
 
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