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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CVS Health Corporation (CVS) - NYSE Next Earnings Date: July 31, 2025 BO
EVR: 3.3
Avg Daily Volume: 8,717,843    Market Cap: 85.3B
Sector: Healthcare    Short Interest: 1.22
Live Interactive Chart
Days to Next Earnings: 41 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 67
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 1, 2025 BO 3.2 $66.71 @$67.00 $4.78
($66.71)
7.13% 8.69% O 4.1% I $69.45 $3.93
( $69.45 )
-17.78%
Feb. 12, 2025 BO 2.8 $55.00 @$55.00 $4.21
($55.00)
7.65% 16.56% O 14.94% O $63.22 $8.68
( $63.22 )
106.18%
Nov. 6, 2024 BO 2.4 $55.34 @$55.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 7, 2024 BO 2.5 $58.34 @$58.00
May 1, 2024 BO 1.9 $67.71 @$67.50
Feb. 7, 2024 BO 1.9 $73.76 @$74.00
Nov. 1, 2023 BO 1.9 $69.01 @$69.00
Aug. 2, 2023 BO 1.9 $73.95 @$74.00
May 3, 2023 BO 1.9 $72.76 @$73.00
Feb. 8, 2023 BO 1.9 $85.98 @$86.00

 
 
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