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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. 28, 2025 BO
OS Projected Window: Aug. 25, 2025 to Aug. 30, 2025
EVR: 1.6
Avg Daily Volume: 914,492    Market Cap: 64.1B
Sector: Financial    Short Interest: 1.51
Live Interactive Chart
Days to Next Earnings: 79 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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 29, 2025 BO 1.6 $67.91 @$67.50 $3.60
($67.91)
5.33% 2.9% I -0.07% I $67.86 $3.15
( $67.86 )
-12.5%
Feb. 27, 2025 BO 1.7 $60.46 @$60.00 $3.20
($60.46)
5.33% 2.96% I -0.92% I $59.90 $2.40
( $59.90 )
-25.0%
Dec. 5, 2024 BO 1.7 $63.62 @$62.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 30, 2023 BO 1.3 $39.26 @$39.00
Aug. 31, 2023 BO 1.3 $40.88 @$40.00
May 25, 2023 BO 1.3 $40.94 @$40.00
Feb. 24, 2023 BO 1.4 $45.23 @$45.00

 
 
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