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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CME Group Inc. (CME) - NASDAQ Next Earnings Date: April 22, 2026 BO
EVR: 1.1
Avg Daily Volume: 2,406,816    Market Cap: 102.8B
Sector: Financial    Short Interest: 1.14
Live Interactive Chart
Days to Next Earnings: 27 Days
Implied Move Weekly: 6.75%       Expires on: April 24, 2026
Implied Move Monthly: 7.76%       Expires on: May 15, 2026

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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 None $0.00 @$300.00 $23.60
($297.58)
7.93% -None% -None% $0.00 $0.00
( N/A )
None%
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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