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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CME Group Inc. (CME) - NASDAQ Next Earnings Date: April 24, 2024 BO
EVR: 1.5
Avg Daily Volume: 1,649,388    Market Cap: 78.46B
Sector: Financial    Short Interest: 0.96
Live Interactive Chart
Days to Next Earnings: 5 Days
Implied Move Weekly: 3.14%       Expires on: April 26, 2024
Implied Move Monthly: 5.21%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 67
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
April 24, 2024 BO None $0.00 @$210.00 $11.10
($213.04)
5.21% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 14, 2024 BO 1.4 $207.43 @$210.00 $10.80
($207.43)
5.14% 5.62% O 3.73% I $215.18 $10.55
( $215.18 )
-2.31%
Oct. 25, 2023 BO 1.4 $214.25 @$215.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 26, 2023 BO 1.4 $191.22 @$190.00
April 26, 2023 BO 1.5 $187.79 @$187.50
Feb. 8, 2023 BO 1.4 $177.80 @$177.50
Oct. 26, 2022 BO 1.4 $175.80 @$175.00
July 27, 2022 BO 1.3 $203.78 @$205.00
April 27, 2022 BO 1.2 $213.27 @$215.00
Feb. 9, 2022 BO 1.1 $241.41 @$242.50

 
 
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