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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Chimera Investment Corporation (CIM) - NYSE Next Earnings Date: OS Estimate: Nov. 5, 2025 BO
OS Projected Window: Nov. 3, 2025 to Nov. 8, 2025
EVR: 2.8
Avg Daily Volume: 506,696    Market Cap: 1.2B
Sector: Financial    Short Interest: 1.68
Live Interactive Chart
Days to Next Earnings: 50 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
Aug. 6, 2025 BO 3.0 $13.57 @$14.00 $0.75
($13.57)
5.36% -5.82% O -2.57% I $13.22 $0.88
( $13.22 )
17.33%
May 8, 2025 BO 2.8 $12.01 @$12.00 $0.57
($12.01)
4.75% 10.57% O 6.57% O $12.80 $0.82
( $12.80 )
43.86%
Feb. 12, 2025 BO 2.7 $15.09 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 6, 2024 BO 2.8 $14.94 @$15.00
Aug. 7, 2024 BO 2.7 $13.65 @$14.00
May 9, 2024 BO 2.4 $4.24 @$4.00
Feb. 14, 2024 BO 2.4 $4.51 @$5.00
Nov. 2, 2023 BO 2.2 $4.90 @$5.00
Aug. 3, 2023 BO 2.1 $6.20 @$6.00
May 4, 2023 BO 2.0 $5.23 @$5.00

 
 
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