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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cleveland (CLF) - NYSE Next Earnings Date: Estimated on Oct. 19, 2026
OS Projected Window: Oct. 19, 2026 to Oct. 24, 2026
EVR: 5.5
Avg Daily Volume: 23,238,214    Market Cap: 6.4B
Sector: Basic Materials    Short Interest: 14.07
Live Interactive Chart
Days to Next Earnings: 55 Days

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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 23, 2026 BO 5.2 $9.45 @$9.50 $1.82
($9.45)
19.16% 21.37% O 15.97% I $10.96 $2.02
( $10.96 )
10.99%
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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