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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Chevron Corporation (CVX) - NYSE Next Earnings Date: OS Estimate: Oct. 30, 2026 BO
OS Projected Window: Oct. 26, 2026 to Oct. 31, 2026
EVR: 1.1
Avg Daily Volume: 8,882,588    Market Cap: 413.9B
Sector: Energy    Short Interest: 1.04
Live Interactive Chart
Days to Next Earnings: 39 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
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
July 31, 2026 BO 1.1 $192.31 @$192.50 $11.55
($192.31)
6.0% 2.72% I 2.35% I $196.83 $11.38
( $196.83 )
-1.47%
May 1, 2026 BO 1.2 $193.31 @$192.50 $10.75
($193.31)
5.58% -1.84% I -1.38% I $190.63 $8.70
( $190.63 )
-19.07%
Jan. 30, 2026 BO 1.2 $171.19 @$170.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 31, 2025 BO 1.2 $153.52 @$152.50
Aug. 1, 2025 BO 1.3 $151.64 @$152.50
May 2, 2025 BO 1.4 $136.26 @$136.00
Jan. 31, 2025 BO 1.4 $156.32 @$157.50
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

 
 
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