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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CME Group Inc. (CME) - NASDAQ Next Earnings Date: OS Estimate: July 30, 2020 BO
OS Projected Window: July 24, 2020 to July 31, 2020
EVR: 1.0
Avg Daily Volume: 2,568,312    Market Cap: 62.28B
Sector: Financial    Short Interest: 1.62
Live Interactive Chart
Days to Next Earnings: 59 Days
Current 7 Day Implied Movement: 2.91%       Theoretical Expires in 7 days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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
April 29, 2020 BO $184.32 @$185.00 $10.40
($184.32)
5.62% 3.49% I $181.47 $9.80
( $181.47 )
-5.77%
Feb. 12, 2020 BO $211.65 @$212.50 $6.85
($211.65)
3.22% -3.6% O $207.64 $5.97
( $207.64 )
-12.85%
Oct. 30, 2019 BO $201.00 @$200.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 26, 2018 BO $161.08 @$160.00
Feb. 1, 2018 BO $153.48 @$152.50

 
 
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