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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Comp En De Mn Cemig ADS (CIG) - NYSE Next Earnings Date: Estimated on May 14, 2024
OS Projected Window: May 27, 2024 to June 1, 2024
EVR: 0.9
Avg Daily Volume: 2,694,614    Market Cap: 5.89B
Sector: N/A    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 19 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 31
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
March 21, 2024 AC 0.9 $2.36 @$2.50 $0.17
($2.36)
6.8% 2.96% I 2.54% I $2.42 $0.15
( $2.42 )
-11.76%
Nov. 9, 2023 AC 1.0 $2.53 @$2.50 $0.07
($2.53)
2.8% 2.37% I 1.97% I $2.58 $0.10
( $2.58 )
42.86%
Aug. 3, 2023 AC 1.0 $2.51 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 4, 2023 AC 1.2 $2.38 @$2.50
March 24, 2023 AC 1.2 $1.98 @$2.50
Nov. 11, 2022 AC 1.2 $2.01 @$2.50
Aug. 12, 2022 AC 1.3 $2.48 @$2.50
May 13, 2022 AC 1.3 $2.65 @$2.50
March 29, 2022 AC 1.4 $3.16 @$2.50
Nov. 11, 2021 AC 1.5 $2.54 @$2.50

 
 
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