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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Community Bank System (CBU) - NYSE Next Earnings Date: OS Estimate: July 22, 2024 BO
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 0.9
Avg Daily Volume: 269,762    Market Cap: 2.39B
Sector: Financial    Short Interest: 4.88
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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 BO None $44.45 @$45.00 $5.03
($44.45)
11.18% 1.46% I 0.26% I $44.57 $5.10
( $44.57 )
1.39%
July 25, 2022 BO 1.0 $65.43 @$65.00 $3.68
($65.43)
5.66% 1.08% I 0.97% I $66.07 $3.55
( $66.07 )
-3.53%
April 25, 2022 BO 1.1 $67.84 @$70.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 24, 2022 BO 1.1 $71.13 @$70.00
Oct. 25, 2021 BO 1.1 $73.57 @$75.00
July 26, 2021 BO 1.2 $71.76 @$70.00
April 26, 2021 BO 1.2 $78.57 @$80.00
Jan. 25, 2021 BO 1.1 $70.58 @$70.00
Oct. 26, 2020 BO 1.1 $58.92 @$60.00
July 27, 2020 BO 1.1 $59.21 @$60.00

 
 
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