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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cullen/Frost Bankers (CFR) - NYSE Next Earnings Date: OS Estimate: Sept. 10, 2026 BO
OS Projected Window: Sept. 7, 2026 to Sept. 12, 2026
EVR: 1.8
Avg Daily Volume: 584,591    Market Cap: 10.2B
Sector: Financial Services    Short Interest: 6.41
Live Interactive Chart
Days to Next Earnings: 65 Days

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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 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 $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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