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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cullen/Frost Bankers (CFR) - NYSE Next Earnings Date: OS Estimate: April 30, 2026 BO
OS Projected Window: April 27, 2026 to May 2, 2026
EVR: 2.1
Avg Daily Volume: 614,045    Market Cap: 7.9B
Sector: Financial    Short Interest: 3.11
Live Interactive Chart
Days to Next Earnings: 51 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 56
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. 29, 2026 BO 2.2 $135.19 @$135.00 $8.22
($135.19)
6.09% 3.89% I 2.64% I $138.77 $8.35
( $138.77 )
1.58%
Oct. 30, 2025 BO 2.3 $121.41 @$120.00 $9.35
($121.41)
7.79% 2.84% I 1.67% I $123.44 $7.62
( $123.44 )
-18.5%
July 31, 2025 BO 2.3 $134.04 @$135.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 1, 2025 BO 2.4 $116.47 @$115.00
Jan. 30, 2025 BO 2.4 $138.80 @$140.00
Oct. 31, 2024 BO None $0.00 @$130.00
July 25, 2024 BO 2.3 $113.85 @$115.00
April 25, 2024 BO 2.2 $116.84 @$115.00
Jan. 25, 2024 BO 2.1 $108.77 @$110.00
Oct. 26, 2023 BO 1.8 $83.66 @$85.00

 
 
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