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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Community Health Systems (CYH) - NYSE Next Earnings Date: OS Estimate: July 30, 2024 AC
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 9.6
Avg Daily Volume: 1,701,545    Market Cap: 478.58M
Sector: Healthcare    Short Interest: 7.18
Live Interactive Chart
Days to Next Earnings: 84 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 61
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
April 24, 2024 AC 10.0 $3.03 @$3.00 $1.10
($3.03)
36.67% 12.21% I 7.26% I $3.25 $0.70
( $3.25 )
-36.36%
Feb. 20, 2024 AC 9.8 $4.04 @$4.00 $1.15
($4.04)
28.75% -30.94% O -28.21% I $2.90 $1.22
( $2.90 )
6.09%
Oct. 25, 2023 AC 10.0 $2.42 @$2.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 2, 2023 AC 10.0 $4.14 @$4.00
May 1, 2023 AC 8.7 $6.23 @$6.00
Feb. 15, 2023 AC 7.9 $5.08 @$5.00
Oct. 26, 2022 AC 7.4 $2.30 @$2.00
July 27, 2022 AC 6.1 $5.18 @$5.00
April 27, 2022 AC 6.3 $8.92 @$9.00
Feb. 16, 2022 AC 6.8 $14.10 @$14.00

 
 
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