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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Claros Mortgage Trust (CMTG) - NYSE Next Earnings Date: OS Estimate: Feb. 17, 2026 AC
OS Projected Window: Feb. 16, 2026 to Feb. 21, 2026
EVR: 3.5
Avg Daily Volume: 395,701    Market Cap: 433.3M
Sector: None    Short Interest: 1.94
Live Interactive Chart
Days to Next Earnings: 59 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 12
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
Nov. 5, 2025 AC 3.6 $3.31 @$2.50 $0.73
($3.31)
29.2% 7.25% I 5.13% I $3.48 $0.70
( $3.48 )
-4.11%
Aug. 6, 2025 AC 3.2 $2.86 @$2.50 $0.42
($2.86)
16.8% 18.53% O 16.43% I $3.33 $0.85
( $3.33 )
102.38%
May 7, 2025 AC 3.0 $2.67 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 19, 2025 AC 2.9 $2.89 @$2.50
Nov. 7, 2024 AC 3.0 $7.04 @$7.50
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

 
 
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