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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, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 3.5
Avg Daily Volume: 363,671    Market Cap: 370.2M
Sector: None    Short Interest: 2.27
Live Interactive Chart
Days to Next Earnings: 83 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 14
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 6, 2026 AC 3.6 $2.63 @$2.50 $2.00
($2.63)
80.0% -5.7% I -4.18% I $2.52 $0.53
( $2.52 )
-73.5%
Feb. 18, 2026 AC 3.5 $2.45 @$2.50 $0.25
($2.45)
10.0% -10.61% O 6.12% I $2.60 $0.28
( $2.60 )
12.0%
Nov. 5, 2025 AC 3.6 $3.31 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 6, 2025 AC 3.2 $2.86 @$2.50
May 7, 2025 AC 3.0 $2.67 @$2.50
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

 
 
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