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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cross Country Healthcare (CCRN) - NASDAQ Next Earnings Date: OS Estimate: May 6, 2026 AC
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 3.2
Avg Daily Volume: 556,101    Market Cap: 321.7M
Sector: Services    Short Interest: 10.25
Live Interactive Chart
Days to Next Earnings: 57 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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
March 4, 2026 AC 3.3 $9.13 @$9.00 $1.25
($9.13)
13.89% 10.07% I 8.32% I $9.89 $0.93
( $9.89 )
-25.6%
Nov. 12, 2025 AC 3.0 $12.65 @$13.00 $2.27
($12.65)
17.46% -18.18% O -14.07% I $10.87 $3.18
( $10.87 )
40.09%
Nov. 5, 2025 AC 3.5 $13.06 @$13.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 6, 2025 AC 3.5 $13.10 @$12.50
May 7, 2025 AC 4.1 $13.84 @$15.00
March 3, 2025 AC 5.1 $17.08 @$17.50
Nov. 6, 2024 AC 5.7 $12.15 @$12.50
May 1, 2024 AC 5.8 $17.90 @$17.50
Feb. 21, 2024 AC 6.3 $17.02 @$17.50
Nov. 1, 2023 AC 5.9 $23.09 @$22.50

 
 
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