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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, 2026 BO
OS Projected Window: Oct. 19, 2026 to Oct. 24, 2026
EVR: 2.0
Avg Daily Volume: 475,085    Market Cap: 108.6M
Sector: Real Estate    Short Interest: 0.85
Live Interactive Chart
Days to Next Earnings: 57 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 21
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. 10, 2026 BO 1.5 $2.41 @$2.50 $0.38
($2.41)
15.2% 16.18% O 15.76% O $2.79 $10.28
( $2.79 )
2605.26%
May 7, 2026 AC 1.8 $2.59 @$2.50 $0.12
($2.59)
4.8% -1.15% I 0.0% $2.59 $7.50
( $2.59 )
6150.0%
Feb. 25, 2026 AC 2.2 $2.59 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 6, 2025 AC 2.2 $2.31 @$2.50
Aug. 7, 2025 AC 2.1 $2.79 @$2.50
May 6, 2025 AC 2.5 $2.94 @$2.50
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

 
 
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