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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Claros Mortgage Trust (CMTG) - NYSE Next Earnings Date: OS Estimate: Aug. 4, 2025 AC
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 3.2
Avg Daily Volume: 870,490    Market Cap: 326.1M
Sector: None    Short Interest: 2.66
Live Interactive Chart
Days to Next Earnings: 55 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 10
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 7, 2025 AC 3.0 $2.67 @$2.50 $0.28
($2.67)
11.2% -13.1% O -8.98% I $2.43 $0.10
( $2.43 )
-64.29%
Feb. 19, 2025 AC 2.9 $2.89 @$2.50 $0.50
($2.89)
20.0% 10.03% I 3.8% I $3.00 $0.70
( $3.00 )
40.0%
Nov. 7, 2024 AC 3.0 $7.04 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 5, 2024 AC 2.9 $8.72 @$7.50
Feb. 20, 2024 AC 2.9 $9.86 @$10.00
Oct. 31, 2023 AC 2.9 $10.43 @$10.00
Aug. 1, 2023 AC 2.9 $12.18 @$12.50
May 2, 2023 AC 3.4 $11.50 @$12.50
Feb. 16, 2023 AC 0.5 $15.80 @$15.00
Nov. 9, 2022 AC 0.0 $16.15 @$15.00

 
 
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