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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Chimera Investment Corporation (CIM) - NYSE Next Earnings Date: Estimated on Nov. 5, 2026
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 2.8
Avg Daily Volume: 936,169    Market Cap: 909.9M
Sector: Real Estate    Short Interest: 2.88
Live Interactive Chart
Days to Next Earnings: 43 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 56
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. 5, 2026 BO 2.8 $12.66 @$13.00 $0.62
($12.66)
4.77% -9.47% O -6.39% O $11.85 $1.33
( $11.85 )
114.52%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 6, 2025 BO 2.8 $12.98 @$13.00
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

 
 
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