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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Chemed Corp (CHE) - NYSE Next Earnings Date: OS Estimate: April 24, 2024 AC
OS Projected Window: April 22, 2024 to April 27, 2024
EVR: 1.8
Avg Daily Volume: 70,319    Market Cap: 9.70B
Sector: Healthcare    Short Interest: 3.62
Live Interactive Chart
Days to Next Earnings: 1 Days
Implied Move Monthly: 4.38%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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 24, 2024 AC None $0.00 @$620.00 $27.00
($616.51)
4.38% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 24, 2023 AC 2.0 $529.97 @$530.00 $21.75
($529.97)
4.1% 1.72% I 1.05% I $535.55 $22.55
( $535.55 )
3.68%
Oct. 31, 2022 AC 2.1 $466.87 @$470.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 27, 2022 AC 1.8 $524.08 @$520.00
April 26, 2022 AC 2.0 $481.27 @$480.00
Feb. 24, 2022 AC 1.9 $458.99 @$460.00
Oct. 28, 2021 AC 1.8 $447.00 @$450.00
July 27, 2021 AC 1.8 $480.19 @$480.00
April 27, 2021 AC 1.9 $459.25 @$460.00
Feb. 23, 2021 AC 1.9 $481.07 @$480.00

 
 
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