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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Comerica Incorporated (CMA) - NYSE Next Earnings Date: OS Estimate: July 17, 2024 BO
OS Projected Window: July 15, 2024 to July 20, 2024
EVR: 2.0
Avg Daily Volume: 2,034,422    Market Cap: 7.29B
Sector: Financial    Short Interest: 4.41
Live Interactive Chart
Days to Next Earnings: 83 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 62
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
April 18, 2024 BO 2.1 $49.82 @$50.00 $4.83
($49.82)
9.66% 4.85% I 1.68% I $50.66 $4.28
( $50.66 )
-11.39%
Jan. 19, 2024 BO 2.2 $52.29 @$52.50 $4.55
($52.29)
8.67% -1.52% I 0.59% I $52.60 $3.85
( $52.60 )
-15.38%
Oct. 20, 2023 BO 2.1 $41.49 @$42.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 21, 2023 BO 2.2 $52.93 @$52.50
April 20, 2023 BO 2.0 $47.09 @$47.50
Jan. 19, 2023 BO 1.9 $65.94 @$65.00
Oct. 19, 2022 BO 1.8 $74.34 @$75.00
July 20, 2022 BO 1.7 $77.92 @$77.50
April 20, 2022 BO 1.7 $90.06 @$90.00
Jan. 19, 2022 BO 1.8 $99.51 @$100.00

 
 
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