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CVXChevron Corporation Common Stock
Next verified earnings Oct 30, 2026 · Earnings history
Past events · reconstructed
Historical reconstruction for CVX
Observed outcomes from 8 earnings events (Nov 1, 2024 – Jul 31, 2026). These events have already been reported · modeled strategy results.
Realized move versus what was implied
Implied move is the pre-event ATM straddle estimate; realized move is the observed post-earnings move.
Updated Oct 8, 2026
Loading graph — the exact table is available below.
2024-11-01Realized move 2.8558%Implied move 2.3149%Signed actual 2.8558% · Reconstructed · 7 IV checkpointsUpdated Oct 8, 2026
Exact data table
| Observation | Realized move (%) | Implied move (%) | Context | Updated |
|---|---|---|---|---|
| 2.8558% | 2.3149% | Signed actual 2.8558% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 4.5612% | 2.5844% | Signed actual -4.5612% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 1.6439% | 2.9062% | Signed actual 1.6439% · Reconstructed · 6 IV checkpoints | Updated Oct 8, 2026 | |
| 0.1583% | 2.285% | Signed actual -0.1583% · Reconstructed · 6 IV checkpoints | Updated Oct 8, 2026 | |
| 2.7358% | 2.3906% | Signed actual 2.7358% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 3.3355% | 2.2928% | Signed actual 3.3355% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 1.3864% | 2.7572% | Signed actual -1.3864% · Reconstructed · 6 IV checkpoints | Updated Oct 8, 2026 | |
| 2.3504% | 2.4206% | Signed actual 2.3504% · Reconstructed · 6 IV checkpoints | Updated Oct 8, 2026 |
Exact-contract strategy reconstruction
| Structure | Reconstructed runs | Profitable | Average return on max loss | Best | Worst |
|---|---|---|---|---|---|
| Bear Call Spread | 8 | 6 / 8 | 3.6% | 14.5% | -19.7% |
| Bull Put Spread | 8 | 6 / 8 | 4.0% | 14.1% | -22.3% |
| Calendar | 8 | 4 / 8 | -15.7% | 30.3% | -67.4% |
| Iron Condor | 8 | 6 / 8 | 8.0% | 23.4% | -11.8% |
| Long Straddle | 8 | 1 / 8 | -34.0% | 5.8% | -57.0% |
| Long Strangle | 8 | 1 / 8 | -50.1% | 43.0% | -92.0% |
Historical examples
Example trades, payoff and risk
Past structural simulations · modeled fills · not historical recommendations.
Bear Call Spread
Did not clear entry filters- Modeled entry credit
- $74.75
- Payoff max loss
- -$675.25
- Payoff max profit
- $74.75
- Modeled exit P&L
- $7.651.2% on stored risk basis $653.50
Entry Jul 17, 2026 → Exit Jul 30, 2026. Payoff is a scenario; exit P&L uses the stored exit fills. Payoff uses modeled entry premiums before commissions.
Update time unavailable
Loading graph — the exact table is available below.
$93.69Expiration P/L $74.75Update time unavailable
Event / reference markers
- Entry spot: $187.38
- Expiry breakeven $198.2475: $198.2475
- sell call strike $197.50: $197.50
- buy call strike $205.00: $205.00
Exact data table
| Observation | Expiration P/L (USD) | Context | Updated |
|---|---|---|---|
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
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| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
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| $74.75 | Update time unavailable | ||
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| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Entry spot reference | Update time unavailable | |
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| $74.75 | Update time unavailable | ||
| -$0.00 | Update time unavailable | ||
| -$37.53 | Update time unavailable | ||
| -$224.91 | Update time unavailable | ||
| -$412.29 | Update time unavailable | ||
| -$599.67 | Update time unavailable | ||
| -$675.25 | Update time unavailable | ||
| -$675.25 | Update time unavailable | ||
| -$675.25 | Update time unavailable | ||
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| -$675.25 | Update time unavailable | ||
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| -$675.25 | Update time unavailable | ||
| -$675.25 | Update time unavailable | ||
| -$675.25 | Update time unavailable |
| Side / quantity | Contract | Strike / expiry | Entry fill | Exit fill |
|---|---|---|---|---|
| SELL × 1 | CVX260731C00197500 | $197.50 call · 2026-07-31 | $1.42 | $0.76 |
| BUY × 1 | CVX260731C00205000 | $205.00 call · 2026-07-31 | $0.67 | $0.11 |
Breakevens: $198.25. Short legs may carry assignment risk; expiry payoff excludes early exercise.
Stored costs: $0.65 / contract / side · slippage 25.0% of spread / fillExample methodology and limitations
Record hist_CVX_dc53f3c2e5b1094e · Historical methodology