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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CME Group Inc. (CME) - NASDAQ Next Earnings Date: OS Estimate: July 29, 2026 BO
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 1.1
Avg Daily Volume: 2,349,261    Market Cap: 103.2B
Sector: Financial    Short Interest: 1.34
Live Interactive Chart
Days to Next Earnings: 70 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 75
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 22, 2026 BO 1.1 $284.40 @$285.00 $16.15
($284.40)
5.67% -3.44% I 0.46% I $285.71 $13.90
( $285.71 )
-13.93%
Feb. 4, 2026 BO 1.2 $293.07 @$292.50 $13.80
($293.07)
4.72% -2.23% I 0.52% I $294.62 $11.65
( $294.62 )
-15.58%
Oct. 22, 2025 BO 1.2 $268.61 @$270.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 23, 2025 BO 1.3 $274.64 @$270.00
April 23, 2025 BO 1.3 $265.56 @$270.00
Feb. 12, 2025 BO 1.3 $241.74 @$240.00
Oct. 23, 2024 BO 1.3 $226.17 @$230.00
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

 
 
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