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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cherry Hill Mortgage Investment Corporation (CHMI) - NYSE Next Earnings Date: Estimated on Nov. 6, 2025
EVR: 2.2
Avg Daily Volume: 328,960    Market Cap: 85.4M
Sector: Financial    Short Interest: 1.65
Live Interactive Chart
Days to Next Earnings: 2 Days
Implied Move Monthly: 10.68%       Expires on: Nov. 21, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 18
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
Nov. 6, 2025 AC None $0.00 @$2.50 $0.25
($2.34)
10.68% -None% I -None% I $0.00 $0.00
( N/A )
None%
Aug. 7, 2025 AC 2.1 $2.79 @$2.50 $0.20
($2.79)
8.0% 5.01% I 2.15% I $2.85 $0.20
( $2.85 )
0.0%
May 6, 2025 AC 2.5 $2.94 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 6, 2025 AC 2.4 $3.35 @$2.50
Nov. 12, 2024 AC 2.1 $3.18 @$2.50
Nov. 7, 2024 AC 2.3 $3.23 @$2.50
Aug. 1, 2024 AC 2.5 $3.78 @$5.00
March 7, 2024 AC 2.2 $3.68 @$2.50
Nov. 2, 2023 AC 1.9 $3.18 @$2.50
Aug. 3, 2023 AC 2.1 $4.17 @$5.00

 
 
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