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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CME Group Inc. (CME) - NASDAQ Next Earnings Date: Feb. 4, 2026 BO
EVR: 1.2
Avg Daily Volume: 1,904,968    Market Cap: 102.8B
Sector: Financial    Short Interest: 1.14
Live Interactive Chart
Implied Move Weekly: 3.40%       Expires on: Feb. 6, 2026
Implied Move Monthly: 4.71%       Expires on: Feb. 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 74
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
Feb. 4, 2026 BO None $0.00 @$292.50 $13.80
($293.07)
4.71% -None% -None% $0.00 $0.00
( N/A )
None%
Oct. 22, 2025 BO 1.2 $268.61 @$270.00 $16.25
($268.61)
6.02% -2.33% I -0.29% I $267.81 $13.75
( $267.81 )
-15.38%
July 23, 2025 BO 1.3 $274.64 @$270.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 25, 2023 BO 1.4 $214.25 @$215.00

 
 
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