Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CNH Industrial N.V. (CNH) - NYSE Next Earnings Date: Estimated on Nov. 9, 2026
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 3.0
Avg Daily Volume: 15,626,851    Market Cap: 14.4B
Sector: Industrials    Short Interest: 4.12
Live Interactive Chart
Days to Next Earnings: 19 Days
Implied Move Monthly: 15.16%       Expires on: Nov. 20, 2026

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 28
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. 9, 2026 BO None $0.00 @$12.50 $1.75
($11.54)
15.16% -None% -None% $0.00 $0.00
( N/A )
None%
Aug. 3, 2026 BO 2.5 $10.25 @$10.00 $1.00
($10.25)
10.0% 17.26% O 5.36% I $10.80 $1.12
( $10.80 )
12.0%
April 30, 2026 BO 2.4 $10.08 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 17, 2026 BO 2.5 $12.75 @$12.50
Nov. 7, 2025 BO 2.2 $10.26 @$10.00
Aug. 1, 2025 BO 2.2 $12.96 @$12.50
May 1, 2025 BO 2.1 $11.57 @$12.50
Feb. 4, 2025 BO 2.3 $12.56 @$12.50
Nov. 8, 2024 BO 2.1 $11.63 @$12.50
July 31, 2024 BO 2.2 $10.17 @$10.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US