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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CF Industries Holdings (CF) - NYSE Next Earnings Date: OS Estimate: May 5, 2026 AC
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 2.2
Avg Daily Volume: 3,238,316    Market Cap: 17.8B
Sector: Basic Materials    Short Interest: 7.37
Live Interactive Chart
Days to Next Earnings: 57 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 70
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
Feb. 18, 2026 AC 2.0 $95.82 @$95.00 $8.45
($95.82)
8.89% 9.86% O 3.79% I $99.46 $9.23
( $99.46 )
9.23%
Nov. 5, 2025 AC 2.0 $85.05 @$85.00 $6.97
($85.05)
8.2% -5.82% I -4.23% I $81.45 $5.45
( $81.45 )
-21.81%
Aug. 6, 2025 AC 1.8 $89.90 @$90.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 7, 2025 AC 1.8 $80.69 @$81.00
Feb. 19, 2025 AC 1.8 $83.81 @$85.00
Oct. 30, 2024 AC 1.8 $81.78 @$82.00
Aug. 7, 2024 AC 1.6 $73.30 @$73.00
May 1, 2024 AC 1.6 $77.97 @$78.00
Feb. 14, 2024 AC 1.7 $77.58 @$77.50
Nov. 1, 2023 AC 1.8 $79.26 @$79.00

 
 
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