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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
The Cigna Group (CI) - NYSE Next Earnings Date: OS Estimate: July 31, 2025 BO
OS Projected Window: July 28, 2025 to Aug. 2, 2025
EVR: 2.2
Avg Daily Volume: 1,770,492    Market Cap: 84.4B
Sector: Healthcare    Short Interest: 1.32
Live Interactive Chart
Days to Next Earnings: 51 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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 2, 2025 BO 2.3 $335.18 @$335.00 $20.40
($335.18)
6.09% 4.42% I -0.12% I $334.75 $13.20
( $334.75 )
-35.29%
Jan. 30, 2025 BO 2.0 $303.31 @$305.00 $21.20
($303.31)
6.95% -11.31% O -6.7% I $282.98 $23.00
( $282.98 )
8.49%
Oct. 31, 2024 BO 1.8 $312.89 @$315.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 1, 2024 BO 1.9 $348.67 @$350.00
May 2, 2024 BO 1.9 $357.18 @$357.50
Feb. 2, 2024 BO 1.8 $307.32 @$307.50
Nov. 2, 2023 BO 1.9 $309.41 @$310.00
Aug. 3, 2023 BO 1.8 $299.40 @$300.00
May 5, 2023 BO 1.7 $243.69 @$242.50
Feb. 3, 2023 BO 1.7 $301.53 @$302.50

 
 
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