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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CNB Financial Corporation (CCNE) - NASDAQ Next Earnings Date: OS Estimate: June 11, 2025 AC
OS Projected Window: June 9, 2025 to June 14, 2025
EVR: 1.3
Avg Daily Volume: 83,227    Market Cap: 425.3M
Sector: Financial    Short Interest: 1.46
Live Interactive Chart
Days to Next Earnings: 47 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 30
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 14, 2025 AC 1.3 $20.94 @$20.00 $2.50
($20.94)
12.5% -5.53% I -0.42% I $20.85 $2.50
( $20.85 )
0.0%
Jan. 28, 2025 AC 1.3 $25.42 @$25.00 $2.50
($25.42)
10.0% 2.87% I 0.9% I $25.65 $2.50
( $25.65 )
0.0%
Jan. 21, 2025 AC 1.5 $24.95 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 17, 2024 AC 1.5 $18.05 @$17.50
Jan. 23, 2024 AC 1.4 $21.41 @$22.50
Oct. 23, 2023 AC 1.4 $17.57 @$17.50
July 20, 2023 AC 1.5 $19.21 @$20.00
April 17, 2023 AC 1.4 $18.56 @$17.50
Jan. 19, 2023 AC 1.5 $23.66 @$22.50
April 18, 2022 AC 1.4 $25.02 @$25.00

 
 
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