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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Canadian Imperial Bank of Commerce (CM) - NYSE Next Earnings Date: Aug. 29, 2024 BO
EVR: 1.5
Avg Daily Volume: 1,214,129    Market Cap: 45.72B
Sector: Financial    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 34 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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 30, 2024 BO 1.4 $47.07 @$47.00 $2.05
($47.07)
4.36% 8.0% O 7.49% O $50.60 $4.60
( $50.60 )
124.39%
Feb. 29, 2024 BO 1.4 $46.29 @$46.00 $1.88
($46.29)
4.09% 3.08% I 2.22% I $47.32 $1.68
( $47.32 )
-10.64%
Nov. 30, 2023 BO 1.3 $39.26 @$39.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Dec. 1, 2022 BO 1.2 $48.17 @$47.50
Aug. 25, 2022 BO 1.3 $50.49 @$50.00
May 26, 2022 BO 1.3 $54.76 @$55.00
Feb. 25, 2022 BO 1.1 $120.84 @$120.00

 
 
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