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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Commercial Metals Company (CMC) - NYSE Next Earnings Date: OS Estimate: June 20, 2024 BO
OS Projected Window: June 17, 2024 to June 22, 2024
EVR: 2.4
Avg Daily Volume: 965,924    Market Cap: 6.28B
Sector: Basic Materials    Short Interest: 3.41
Live Interactive Chart
Days to Next Earnings: 83 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 63
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
March 21, 2024 BO 2.4 $56.01 @$55.00 $4.47
($56.01)
8.13% 6.78% I 5.33% I $59.00 $5.00
( $59.00 )
11.86%
Jan. 8, 2024 BO 2.3 $48.22 @$48.00 $3.08
($48.22)
6.42% 8.12% O 7.48% O $51.83 $4.15
( $51.83 )
34.74%
Oct. 12, 2023 BO 2.0 $48.34 @$47.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 22, 2023 BO 1.9 $47.62 @$48.00
March 23, 2023 BO 1.9 $44.53 @$45.00
Jan. 9, 2023 BO 2.1 $50.61 @$50.00
Oct. 13, 2022 BO 2.0 $39.62 @$40.00
June 16, 2022 BO 2.2 $37.27 @$37.00
March 17, 2022 BO 2.4 $41.01 @$41.00
Jan. 10, 2022 BO 2.4 $35.61 @$36.00

 
 
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