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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cleveland (CLF) - NYSE Next Earnings Date: OS Estimate: Oct. 22, 2025 BO
OS Projected Window: Oct. 20, 2025 to Oct. 25, 2025
EVR: 3.8
Avg Daily Volume: 25,412,588    Market Cap: 5.1B
Sector: Basic Materials    Short Interest: 16.42
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 72
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 21, 2025 BO 3.6 $9.48 @$9.00 $1.42
($9.48)
15.78% 15.82% O 12.44% I $10.66 $1.96
( $10.66 )
38.03%
May 7, 2025 AC 3.2 $8.49 @$8.50 $1.06
($8.49)
12.47% -18.13% O -15.78% O $7.15 $1.42
( $7.15 )
33.96%
Feb. 24, 2025 AC 3.2 $11.15 @$11.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 24, 2023 AC 3.3 $16.51 @$16.50
April 24, 2023 AC 3.4 $16.21 @$16.00

 
 
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