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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CME Group Inc. (CME) - NASDAQ Next Earnings Date: Oct. 21, 2026 BO
EVR: 1.2
Avg Daily Volume: 1,934,973    Market Cap: 105.7B
Sector: Financial Services    Short Interest: 1.54
Live Interactive Chart
Implied Move Weekly: 3.25%       Expires on: Oct. 23, 2026
Implied Move Monthly: 6.42%       Expires on: Nov. 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 77
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
Oct. 21, 2026 BO None $0.00 @$295.00 $18.95
($295.31)
6.42% -None% -None% $0.00 $0.00
( N/A )
None%
July 22, 2026 BO 1.1 $237.38 @$237.50 $18.70
($237.38)
7.87% 7.52% I 4.99% I $249.24 $21.15
( $249.24 )
13.1%
April 22, 2026 BO 1.1 $284.40 @$285.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 4, 2026 BO 1.2 $293.07 @$292.50
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

 
 
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