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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Chimera Investment Corporation (CIM) - NYSE Next Earnings Date: OS Estimate: Aug. 5, 2026 BO
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 2.8
Avg Daily Volume: 591,589    Market Cap: 1.2B
Sector: Financial    Short Interest: 2.22
Live Interactive Chart
Days to Next Earnings: 64 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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 7, 2026 BO 3.0 $13.63 @$14.00 $0.75
($13.63)
5.36% -3.15% I -0.66% I $13.54 $0.58
( $13.54 )
-22.67%
Feb. 11, 2026 BO 2.8 $12.30 @$12.00 $0.70
($12.30)
5.83% 10.65% O 6.42% O $13.09 $1.05
( $13.09 )
50.0%
Nov. 6, 2025 BO 2.8 $12.98 @$13.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 6, 2025 BO 3.0 $13.57 @$14.00
May 8, 2025 BO 2.8 $12.01 @$12.00
Feb. 12, 2025 BO 2.7 $15.09 @$15.00
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

 
 
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