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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Chevron Corporation (CVX) - NYSE Next Earnings Date: OS Estimate: Oct. 31, 2025 BO
OS Projected Window: Oct. 27, 2025 to Nov. 1, 2025
EVR: 1.2
Avg Daily Volume: 7,790,906    Market Cap: 265.5B
Sector: Basic Materials    Short Interest: 1.05
Live Interactive Chart
Days to Next Earnings: 44 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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
Aug. 1, 2025 BO 1.3 $151.64 @$152.50 $6.05
($151.64)
3.97% 1.98% I -0.15% I $151.40 $5.42
( $151.40 )
-10.41%
May 2, 2025 BO 1.4 $136.26 @$136.00 $7.92
($136.26)
5.82% 2.58% I 1.64% I $138.50 $7.39
( $138.50 )
-6.69%
Jan. 31, 2025 BO 1.4 $156.32 @$157.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 1, 2024 BO 1.3 $148.82 @$149.00
Aug. 2, 2024 BO 1.3 $152.62 @$155.00
April 26, 2024 BO 1.4 $165.28 @$165.00
Feb. 2, 2024 BO 1.4 $147.89 @$148.00
Oct. 27, 2023 BO 1.3 $154.75 @$155.00
July 28, 2023 BO 1.4 $159.66 @$160.00
April 28, 2023 BO 1.5 $166.95 @$167.50

 
 
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