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Implied Movement: Weekly Straddle Tracking History   
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Citigroup (C) - NYSE Next Earnings Date: OS Estimate: July 11, 2024 BO
OS Projected Window: July 8, 2024 to July 13, 2024
EVR: 1.6
Avg Daily Volume: 16,217,814    Market Cap: 121.12B
Sector: Financial    Short Interest: 1.48
Live Interactive Chart
Days to Next Earnings: 80 Days

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Sample Chart


 
Tracking Statistics Available: 44
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 Open High Low Close Max Move I/O Closing Move I/O Price Straddle @Trade Price Return
April 12, 2024 BO 1.6 $60.71 @$61.00 $2.29
($60.71)
6.14% 6.14% 3.75% 3.75% -3.22% I -1.69% I $59.68 $1.28
($59.68)
-44.1%
Jan. 12, 2024 BO 1.6 $52.08 @$52.00 $2.08
($52.08)
5.92% 6.25% 3.99% 4.0% 3.39% I 1.03% I $52.62 $0.71
($52.62)
-65.87%
Oct. 13, 2023 BO 1.8 $41.53 @$41.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 14, 2023 BO 1.7 $47.68 @$47.50
April 14, 2023 BO 1.7 $47.30 @$47.50
Jan. 13, 2023 BO 1.7 $49.09 @$49.00
Oct. 14, 2022 BO 1.7 $42.95 @$43.00
July 15, 2022 BO 1.3 $44.14 @$44.00
April 14, 2022 BO 1.3 $50.15 @$50.00
Jan. 14, 2022 BO 1.3 $67.78 @$68.00


 
 
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