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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cullen/Frost Bankers (CFR) - NYSE Next Earnings Date: OS Estimate: July 31, 2025 BO
OS Projected Window: July 28, 2025 to Aug. 2, 2025
EVR: 2.3
Avg Daily Volume: 475,337    Market Cap: 8.1B
Sector: Financial    Short Interest: 3.33
Live Interactive Chart
Days to Next Earnings: 52 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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, 2025 BO 2.4 $116.47 @$115.00 $7.58
($116.47)
6.59% 4.55% I 3.32% I $120.34 $8.78
( $120.34 )
15.83%
Jan. 30, 2025 BO 2.4 $138.80 @$140.00 $9.33
($138.80)
6.66% 5.5% I 1.24% I $140.53 $7.30
( $140.53 )
-21.76%
Oct. 31, 2024 BO None $0.00 @$130.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 27, 2023 BO 1.7 $115.99 @$115.00
April 27, 2023 BO 1.5 $103.47 @$105.00
Jan. 26, 2023 BO 1.3 $136.01 @$135.00

 
 
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