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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
The Cigna Group (CI) - NYSE Next Earnings Date: May 2, 2024 BO
EVR: 1.8
Avg Daily Volume: 1,412,096    Market Cap: 103.02B
Sector: Healthcare    Short Interest: 2.04
Live Interactive Chart
Days to Next Earnings: 8 Days
Implied Move Weekly: 4.45%       Expires on: May 3, 2024
Implied Move Monthly: 5.22%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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, 2024 BO None $0.00 @$352.50 $18.40
($352.65)
5.22% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 2, 2024 BO 1.8 $307.32 @$307.50 $14.85
($307.32)
4.83% 6.84% O 5.37% O $323.84 $18.92
( $323.84 )
27.41%
Nov. 2, 2023 BO 1.8 $309.41 @$310.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2023 BO None $299.40 @$300.00
May 5, 2023 BO 1.7 $243.69 @$242.50
Feb. 3, 2023 BO 1.7 $301.53 @$302.50
Nov. 3, 2022 BO 1.9 $320.86 @$320.00
Aug. 4, 2022 BO 1.8 $271.74 @$272.50
May 6, 2022 BO 1.8 $252.08 @$252.50
Feb. 3, 2022 BO 1.8 $230.02 @$230.00

 
 
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