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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 May 12, 2025
OS Projected Window: June 16, 2025 to June 21, 2025
EVR: 2.5
Avg Daily Volume: 407,124    Market Cap: 91.1M
Sector: Financial    Short Interest: 1.07
Live Interactive Chart
Days to Next Earnings: 17 Days
Implied Move Weekly: 22.39%       Expires on: May 16, 2025
Implied Move Monthly: 12.31%       Expires on: June 20, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 16
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
May 12, 2025 AC None $0.00 @$2.50 $0.33
($2.68)
12.31% -None% I -None% I $0.00 $0.00
( N/A )
None%
March 6, 2025 AC 2.4 $3.35 @$2.50 $0.95
($3.35)
38.0% 7.46% I 6.86% I $3.58 $0.73
( $3.58 )
-23.16%
Nov. 12, 2024 AC 2.1 $3.18 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
March 7, 2023 AC 1.5 $6.60 @$7.50

 
 
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