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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cullen/Frost Bankers (CFR) - NYSE Next Earnings Date: OS Estimate: April 25, 2024 BO
OS Projected Window: April 22, 2024 to April 27, 2024
EVR: 2.2
Avg Daily Volume: 341,978    Market Cap: 6.81B
Sector: Financial    Short Interest: 3.34
Live Interactive Chart
Days to Next Earnings: 2 Days
Implied Move Monthly: 6.62%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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
April 25, 2024 BO None $0.00 @$115.00 $7.50
($113.27)
6.62% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 25, 2024 BO 2.1 $108.77 @$110.00 $7.35
($108.77)
6.68% 3.87% I 0.5% I $109.32 $6.12
( $109.32 )
-16.73%
Oct. 26, 2023 BO 1.8 $83.66 @$85.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 28, 2022 BO 1.4 $129.00 @$130.00
April 28, 2022 BO 1.5 $133.67 @$135.00
Jan. 27, 2022 BO 1.5 $130.59 @$130.00
Oct. 28, 2021 BO 1.5 $127.73 @$130.00

 
 
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