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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cherry Hill Mortgage Investment Corporation (CHMI) - NYSE Next Earnings Date: OS Estimate: Oct. 21, 2025 AC
OS Projected Window: Oct. 20, 2025 to Oct. 25, 2025
EVR: 2.2
Avg Daily Volume: 239,928    Market Cap: 108.1M
Sector: Financial    Short Interest: 1.35
Live Interactive Chart
Days to Next Earnings: 67 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 17
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
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 $0.35
($2.94)
14.0% 2.72% I 0.34% I $2.95 $0.47
( $2.95 )
34.29%
March 6, 2025 AC 2.4 $3.35 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 8, 2023 AC 2.0 $5.32 @$5.00

 
 
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