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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cleveland (CLF) - NYSE Next Earnings Date: Estimated on July 20, 2026
OS Projected Window: July 20, 2026 to July 25, 2026
EVR: 5.2
Avg Daily Volume: 19,874,330    Market Cap: 5.7B
Sector: Basic Materials    Short Interest: 13.51
Live Interactive Chart
Days to Next Earnings: 20 Days
Implied Move Weekly: 16.93%       Expires on: July 24, 2026
Implied Move Monthly: 23.43%       Expires on: Aug. 21, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 76
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 20, 2026 BO None $0.00 @$9.00 $2.20
($9.39)
23.43% -None% -None% $0.00 $0.00
( N/A )
None%
April 20, 2026 BO 5.1 $9.94 @$10.00 $1.58
($9.94)
15.8% -10.66% I -2.11% I $9.73 $1.40
( $9.73 )
-11.39%
Feb. 9, 2026 BO 4.4 $14.73 @$14.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 20, 2025 BO 3.8 $13.32 @$13.00
July 21, 2025 BO 3.6 $9.48 @$9.00
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

 
 
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