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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Canadian Imperial Bank of Commerce (CM) - NYSE Next Earnings Date: OS Estimate: Aug. 27, 2026 BO
OS Projected Window: Aug. 24, 2026 to Aug. 29, 2026
EVR: 1.6
Avg Daily Volume: 1,515,836    Market Cap: 103.8B
Sector: Financial    Short Interest: 1.2
Live Interactive Chart
Days to Next Earnings: 58 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
May 28, 2026 BO 1.5 $115.43 @$115.00 $6.00
($115.43)
5.22% -5.52% O -5.13% I $109.50 $6.15
( $109.50 )
2.5%
Feb. 26, 2026 BO 1.5 $100.77 @$100.00 $5.00
($100.77)
5.0% 4.19% I 2.95% I $103.75 $5.57
( $103.75 )
11.4%
Dec. 4, 2025 BO 1.5 $86.84 @$87.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 28, 2025 BO 1.6 $75.28 @$75.00
May 29, 2025 BO 1.6 $67.91 @$67.50
Feb. 27, 2025 BO 1.7 $60.46 @$60.00
Dec. 5, 2024 BO 1.7 $63.62 @$62.50
Aug. 29, 2024 BO 1.5 $54.53 @$55.00
May 30, 2024 BO 1.4 $47.07 @$47.00
Feb. 29, 2024 BO 1.4 $46.29 @$46.00

 
 
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