Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Chimera Investment Corporation (CIM) - NYSE Next Earnings Date: OS Estimate: Aug. 6, 2025 BO
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 3.0
Avg Daily Volume: 575,462    Market Cap: 1.2B
Sector: Financial    Short Interest: 2.0
Live Interactive Chart
Days to Next Earnings: 33 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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 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 $0.70
($15.09)
4.67% -10.47% O -7.81% O $13.91 $1.18
( $13.91 )
68.57%
Nov. 6, 2024 BO 2.8 $14.94 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 15, 2023 BO 2.0 $7.07 @$7.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US