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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: Aug. 5, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 1.5
Avg Daily Volume: 158,667    Market Cap: 98.1M
Sector: Financial    Short Interest: 1.4
Live Interactive Chart
Days to Next Earnings: 84 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 20
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 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 $0.17
($2.59)
6.8% 2.31% I 1.54% I $2.63 $0.15
( $2.63 )
-11.76%
Nov. 6, 2025 AC 2.2 $2.31 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
March 7, 2024 AC 2.2 $3.68 @$2.50

 
 
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