Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cullen/Frost Bankers (CFR) - NYSE Next Earnings Date: Estimated on Oct. 29, 2026
EVR: 1.8
Avg Daily Volume: 474,903    Market Cap: 9.6B
Sector: Financial Services    Short Interest: 7.11
Live Interactive Chart
Days to Next Earnings: 8 Days
Implied Move Monthly: 6.38%       Expires on: Nov. 20, 2026

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 59
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
Oct. 29, 2026 BO None $0.00 @$155.00 $9.95
($156.02)
6.38% -None% -None% $0.00 $0.00
( N/A )
None%
July 30, 2026 BO 1.9 $166.93 @$165.00 $10.15
($166.93)
6.15% -2.89% I -2.06% I $163.49 $8.10
( $163.49 )
-20.2%
April 30, 2026 BO 2.1 $142.80 @$145.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 29, 2026 BO 2.2 $135.19 @$135.00
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

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US