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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CNB Financial Corporation (CCNE) - NASDAQ Next Earnings Date: OS Estimate: June 9, 2026 AC
OS Projected Window: June 8, 2026 to June 13, 2026
EVR: 1.1
Avg Daily Volume: 181,908    Market Cap: 894.1M
Sector: Financial    Short Interest: 1.49
Live Interactive Chart
Days to Next Earnings: 84 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 36
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 20, 2026 AC 1.1 $30.98 @$30.00 $2.55
($30.98)
8.5% -3.71% I -3.48% I $29.90 $2.40
( $29.90 )
-5.88%
Jan. 27, 2026 AC 1.2 $27.06 @$25.00 $2.65
($27.06)
10.6% -2.99% I -0.77% I $26.85 $2.50
( $26.85 )
-5.66%
Oct. 30, 2025 AC 1.2 $24.20 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 27, 2025 AC 1.3 $24.52 @$25.00
July 22, 2025 AC 1.2 $23.57 @$22.50
July 19, 2025 AC 1.3 $23.70 @$22.50
April 14, 2025 AC 1.3 $20.94 @$20.00
Jan. 28, 2025 AC 1.3 $25.42 @$25.00
Jan. 21, 2025 AC 1.5 $24.95 @$25.00
April 17, 2024 AC 1.5 $18.05 @$17.50

 
 
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