Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CME Group Inc. (CME) - NASDAQ Next Earnings Date: OS Estimate: Feb. 4, 2021 BO
OS Projected Window: Jan. 27, 2021 to Feb. 9, 2021
EVR: 1.2
Avg Daily Volume: 1,672,083    Market Cap: 60.81B
Sector: Financial    Short Interest: 1.91
Live Interactive Chart
Days to Next Earnings: 68 Days
Current 7 Day Implied Movement: 2.42%       Theoretical Expires in 7 days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
Earnings Date 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 Close Price Straddle @Trade Price Return
Oct. 28, 2020 BO $159.47 @$160.00 $10.95
($160.16)
6.84% -7.48% O $149.56 $0.00
( N/A )
None%
July 29, 2020 BO $166.00 @$165.00 $10.40
($166.00)
6.3% -1.31% I $164.88 $8.95
( $164.88 )
-13.94%
April 29, 2020 BO $184.32 @$185.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 12, 2020 BO $211.65 @$212.50
Oct. 30, 2019 BO $201.00 @$200.00
July 31, 2019 BO $197.31 @$197.50
May 1, 2019 BO $178.90 @$180.00
Feb. 14, 2019 BO $180.40 @$180.00
Oct. 25, 2018 BO $181.08 @$180.00
July 26, 2018 BO $169.52 @$170.00

 
 
[hide] [show]
Strategy Test
  • Main
  • Statistics
     
    My Account
  • Log In
  • Join US