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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cullen/Frost Bankers (CFR) - NYSE Next Earnings Date: OS Estimate: July 30, 2026 BO
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 1.9
Avg Daily Volume: 596,172    Market Cap: 9.8B
Sector: Financial    Short Interest: 5.63
Live Interactive Chart
Days to Next Earnings: 30 Days
Implied Move Monthly: 8.35%       Expires on: Aug. 21, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 58
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
July 30, 2026 BO None $0.00 @$155.00 $12.90
($154.52)
8.35% -None% -None% $0.00 $0.00
( N/A )
None%
April 30, 2026 BO 2.1 $142.80 @$145.00 $8.50
($142.80)
5.86% 3.17% I 1.49% I $144.93 $6.62
( $144.93 )
-22.12%
Jan. 29, 2026 BO 2.2 $135.19 @$135.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 30, 2025 BO 2.3 $121.41 @$120.00
July 31, 2025 BO 2.3 $134.04 @$135.00
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

 
 
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