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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CNB Financial Corporation (CCNE) - NASDAQ Next Earnings Date: OS Estimate: May 14, 2024 AC
OS Projected Window: May 13, 2024 to May 18, 2024
EVR: 1.5
Avg Daily Volume: 43,356    Market Cap: 413.92M
Sector: Financial    Short Interest: 0.36
Live Interactive Chart
Days to Next Earnings: 76 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 20
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
Jan. 23, 2024 AC None $21.41 @$22.50 $2.27
($21.41)
10.09% 6.49% I 4.15% I $22.30 $2.05
( $22.30 )
-9.69%
Oct. 23, 2023 AC None $17.57 @$17.50 $2.90
($17.57)
16.57% 2.84% I 0.96% I $17.74 $2.77
( $17.74 )
-4.48%
July 20, 2023 AC None $19.21 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 17, 2023 AC None $18.56 @$17.50
Jan. 19, 2023 AC None $23.66 @$22.50
April 18, 2022 AC 1.3 $25.02 @$25.00
Oct. 25, 2021 AC 1.3 $25.02 @$25.00
Jan. 26, 2021 AC 1.1 $22.02 @$22.50
Oct. 20, 2020 AC 1.0 $16.77 @$17.50
July 21, 2020 AC 0.9 $16.88 @$17.50

 
 
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