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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CF Industries Holdings (CF) - NYSE Next Earnings Date: May 1, 2024 AC
EVR: 1.5
Avg Daily Volume: 2,894,220    Market Cap: 15.62B
Sector: Basic Materials    Short Interest: 4.01
Live Interactive Chart
Days to Next Earnings: 5 Days
Implied Move Weekly: 4.99%       Expires on: May 3, 2024
Implied Move Monthly: 6.75%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 62
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
May 1, 2024 AC None $0.00 @$79.00 $5.30
($78.54)
6.75% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 14, 2024 AC 1.6 $77.58 @$77.50 $6.12
($77.58)
7.9% 3.53% I -1.0% I $76.80 $5.30
( $76.80 )
-13.4%
Nov. 1, 2023 AC 1.7 $79.26 @$79.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 2, 2023 AC 1.8 $80.65 @$81.00
May 1, 2023 AC 1.8 $71.95 @$72.00
Feb. 15, 2023 AC 1.8 $85.01 @$85.00
Aug. 1, 2022 AC 1.9 $94.44 @$94.00
May 4, 2022 AC 1.9 $102.03 @$102.00
Feb. 15, 2022 AC 1.9 $72.22 @$72.50
Nov. 3, 2021 AC 2.0 $58.11 @$58.00

 
 
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