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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cleveland (CLF) - NYSE Next Earnings Date: OS Estimate: April 29, 2026 BO
OS Projected Window: April 27, 2026 to May 2, 2026
EVR: 5.1
Avg Daily Volume: 19,248,132    Market Cap: 5.3B
Sector: Basic Materials    Short Interest: 12.4
Live Interactive Chart
Days to Next Earnings: 50 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 74
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
Feb. 9, 2026 BO 4.4 $14.73 @$14.50 $2.03
($14.73)
14.0% -25.18% O -16.42% O $12.31 $2.31
( $12.31 )
13.79%
Oct. 20, 2025 BO 3.8 $13.32 @$13.00 $2.41
($13.32)
18.54% 25.37% O 21.47% O $16.18 $3.73
( $16.18 )
54.77%
July 21, 2025 BO 3.6 $9.48 @$9.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 7, 2025 AC 3.2 $8.49 @$8.50
Feb. 24, 2025 AC 3.2 $11.15 @$11.00
Nov. 4, 2024 AC 3.1 $13.11 @$13.00
July 22, 2024 AC 3.2 $15.21 @$15.00
April 22, 2024 AC 3.0 $20.85 @$21.00
Jan. 29, 2024 AC 3.3 $18.89 @$19.00
Oct. 23, 2023 AC 3.3 $14.37 @$14.50

 
 
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