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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CME Group Inc. (CME) - NASDAQ Next Earnings Date: July 22, 2026 BO
EVR: 1.1
Avg Daily Volume: 4,015,805    Market Cap: 80.1B
Sector: Financial    Short Interest: 1.44
Live Interactive Chart
Days to Next Earnings: 22 Days
Implied Move Weekly: 7.38%       Expires on: July 24, 2026
Implied Move Monthly: 10.42%       Expires on: Aug. 21, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 76
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
July 22, 2026 BO None $0.00 @$220.00 $23.00
($220.83)
10.42% -None% -None% $0.00 $0.00
( N/A )
None%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 22, 2025 BO 1.2 $268.61 @$270.00
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

 
 
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