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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Chesapeake Utilities Corporation (CPK) - NYSE Next Earnings Date: OS Estimate: Feb. 25, 2026 AC
OS Projected Window: Feb. 23, 2026 to Feb. 28, 2026
EVR: 1.5
Avg Daily Volume: 145,625    Market Cap: 3.2B
Sector: Utilities    Short Interest: 3.28
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
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. 6, 2025 AC 1.5 $133.14 @$135.00 $2.70
($133.14)
2.0% 2.89% O 1.99% I $135.80 $2.55
( $135.80 )
-5.56%
Aug. 7, 2025 AC 1.7 $121.31 @$120.00 $2.98
($121.31)
2.48% 1.94% I 1.77% I $123.46 $3.77
( $123.46 )
26.51%
May 7, 2025 AC 1.8 $134.05 @$135.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 26, 2025 AC 1.6 $126.58 @$125.00
Nov. 7, 2024 AC 1.5 $121.53 @$120.00
May 8, 2024 AC 1.6 $110.53 @$110.00
Feb. 21, 2024 AC 1.6 $105.53 @$105.00
Nov. 2, 2023 AC 1.5 $91.33 @$90.00
Aug. 3, 2023 AC 1.6 $114.96 @$115.00
May 3, 2023 AC 1.6 $124.12 @$125.00

 
 
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