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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cullen/Frost Bankers (CFR) - NYSE Next Earnings Date: OS Estimate: Jan. 29, 2026 BO
OS Projected Window: Jan. 26, 2026 to Jan. 31, 2026
EVR: 2.2
Avg Daily Volume: 425,523    Market Cap: 7.9B
Sector: Financial    Short Interest: 4.17
Live Interactive Chart
Days to Next Earnings: 86 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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. 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 $6.32
($134.04)
4.68% -5.41% O -4.94% O $127.41 $7.80
( $127.41 )
23.42%
May 1, 2025 BO 2.4 $116.47 @$115.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 27, 2023 BO 1.7 $115.99 @$115.00

 
 
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