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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Citizens Financial Group (CFG) - NYSE Next Earnings Date: OS Estimate: July 18, 2024 BO
OS Projected Window: July 15, 2024 to July 20, 2024
EVR: 1.8
Avg Daily Volume: 5,662,880    Market Cap: 16.11B
Sector: N/A    Short Interest: 6.18
Live Interactive Chart
Days to Next Earnings: 84 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 38
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 17, 2024 BO 1.7 $32.41 @$32.50 $2.97
($32.41)
9.14% 3.98% I 1.88% I $33.02 $2.67
( $33.02 )
-10.1%
Jan. 17, 2024 BO 1.7 $31.20 @$30.00 $2.83
($31.20)
9.43% 2.98% I 1.69% I $31.73 $2.80
( $31.73 )
-1.06%
Oct. 18, 2023 BO 1.6 $27.10 @$27.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 19, 2023 BO 1.6 $29.11 @$30.00
April 19, 2023 BO 1.7 $30.44 @$30.00
Jan. 17, 2023 BO 1.8 $41.72 @$42.50
Oct. 19, 2022 BO 1.8 $36.94 @$37.50
July 19, 2022 BO 2.0 $37.17 @$37.50
April 19, 2022 BO 1.8 $41.23 @$40.00
Jan. 19, 2022 BO 1.8 $55.67 @$55.00

 
 
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