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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cummins Inc. (CMI) - NYSE Next Earnings Date: OS Estimate: July 29, 2026 BO
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 2.5
Avg Daily Volume: 852,187    Market Cap: 92.7B
Sector: Industrial Goods    Short Interest: 1.04
Live Interactive Chart
Days to Next Earnings: 71 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 69
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
May 5, 2026 BO 2.5 $656.73 @$660.00 $50.15
($656.73)
7.6% 4.96% I 2.76% I $674.88 $35.25
( $674.88 )
-29.71%
Feb. 5, 2026 BO 2.2 $605.63 @$610.00 $42.70
($605.63)
7.0% -12.91% O -10.72% O $540.65 $70.75
( $540.65 )
65.69%
Nov. 6, 2025 BO 2.2 $439.18 @$440.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 5, 2025 BO 2.1 $361.59 @$360.00
May 5, 2025 BO 2.1 $299.85 @$300.00
Feb. 4, 2025 BO 2.1 $348.21 @$350.00
Nov. 5, 2024 BO 1.9 $325.62 @$330.00
Aug. 1, 2024 BO 1.6 $291.80 @$290.00
May 2, 2024 BO 1.6 $283.87 @$285.00
Feb. 6, 2024 BO 1.6 $241.11 @$240.00

 
 
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