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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, 2025 BO
OS Projected Window: July 28, 2025 to Aug. 2, 2025
EVR: 1.3
Avg Daily Volume: 3,062,745    Market Cap: 91.7B
Sector: Financial    Short Interest: 1.53
Live Interactive Chart
Days to Next Earnings: 96 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 71
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 23, 2025 BO None $265.56 @$270.00 $12.35
($265.56)
4.57% -5.14% O -1.53% I $261.48 $12.08
( $261.48 )
-2.19%
Feb. 12, 2025 BO 1.3 $241.74 @$240.00 $7.45
($241.74)
3.1% 4.87% O 2.98% I $248.96 $10.25
( $248.96 )
37.58%
Oct. 23, 2024 BO 1.3 $226.17 @$230.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 24, 2024 BO 1.4 $197.44 @$195.00
April 24, 2024 BO 1.5 $216.77 @$220.00
Feb. 14, 2024 BO 1.4 $207.43 @$210.00
Oct. 25, 2023 BO 1.4 $214.25 @$215.00
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

 
 
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