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Implied Movement: Weekly Straddle Tracking History   
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Citigroup Inc. (C) - NYSE Next Earnings Date: OS Estimate: July 16, 2021 BO
OS Projected Window: July 11, 2021 to July 16, 2021
EVR: 1.4
Avg Daily Volume: 19,364,575    Market Cap: 103.22B
Sector: Financial    Short Interest: 0.84
Live Interactive Chart
Days to Next Earnings: 85 Days

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Sample Chart


 
Tracking Statistics Available: 29
Earnings Date 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 Price Straddle @Trade Price Return
April 15, 2021 BO $72.91 @$73.00 $2.23
($72.91)
8.25% 8.38% 3.06% 3.05% 2.49% I $72.54 $0.96
($72.54)
-56.95%
Jan. 15, 2021 BO $69.01 @$69.00 $2.72
($69.01)
8.65% 8.65% 3.43% 3.94% -7.12% O $64.23 $4.78
($64.23)
75.74%
Oct. 13, 2020 BO $45.88 @$45.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 14, 2020 BO $52.20 @$51.50
April 15, 2020 BO $45.42 @$45.00
Jan. 14, 2020 BO $80.65 @$80.50
Oct. 15, 2019 BO $70.24 @$70.00
July 15, 2019 BO $71.77 @$72.00
April 15, 2019 BO $67.42 @$67.50
Jan. 14, 2019 BO $56.69 @$56.50


 
 
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