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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Comp En De Mn Cemig ADS (CIG) - NYSE Next Earnings Date: OS Estimate: Nov. 12, 2026 AC
OS Projected Window: Nov. 9, 2026 to Nov. 14, 2026
EVR: 1.4
Avg Daily Volume: 4,547,384    Market Cap: 5.5B
Sector: Utilities    Short Interest: 0.12
Live Interactive Chart
Days to Next Earnings: 79 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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. 13, 2026 AC 1.4 $1.95 @$2.00 $0.10
($1.95)
5.0% 3.07% I -1.02% I $1.93 $0.10
( $1.93 )
0.0%
May 7, 2026 AC 1.4 $2.39 @$2.50 $0.15
($2.39)
6.0% 2.92% I 0.83% I $2.41 $7.50
( $2.41 )
4900.0%
March 19, 2026 AC 1.5 $2.30 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 13, 2025 AC 1.5 $2.20 @$2.00
Aug. 14, 2025 AC 1.6 $1.95 @$2.00
May 8, 2025 AC 1.7 $1.92 @$2.00
March 20, 2025 AC 1.4 $1.97 @$2.00
Nov. 13, 2024 AC 1.2 $1.96 @$2.00
Aug. 13, 2024 AC 1.0 $2.02 @$2.00
May 10, 2024 AC 1.0 $2.47 @$2.50

 
 
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