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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cummins Inc. (CMI) - NYSE Next Earnings Date: OS Estimate: Feb. 3, 2026 BO
OS Projected Window: Feb. 2, 2026 to Feb. 7, 2026
EVR: 2.2
Avg Daily Volume: 977,036    Market Cap: 63.9B
Sector: Industrial Goods    Short Interest: 1.17
Live Interactive Chart
Days to Next Earnings: 53 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 67
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
Nov. 6, 2025 BO 2.2 $439.18 @$440.00 $33.40
($439.18)
7.59% 9.87% O 5.37% I $462.80 $29.90
( $462.80 )
-10.48%
Aug. 5, 2025 BO 2.1 $361.59 @$360.00 $19.85
($361.59)
5.51% 7.26% O 3.21% I $373.23 $18.65
( $373.23 )
-6.05%
May 5, 2025 BO 2.1 $299.85 @$300.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 2, 2023 BO 1.7 $218.05 @$220.00
Aug. 3, 2023 BO 1.5 $262.22 @$260.00

 
 
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