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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CNH Industrial N.V. (CNH) - NYSE Next Earnings Date: OS Estimate: Aug. 1, 2025 BO
OS Projected Window: July 28, 2025 to Aug. 2, 2025
EVR: 2.2
Avg Daily Volume: 17,027,479    Market Cap: 15.9B
Sector: None    Short Interest: 4.56
Live Interactive Chart
Days to Next Earnings: 52 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 22
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 1, 2025 BO 2.1 $11.57 @$12.50 $1.17
($11.57)
9.36% 8.72% I 7.26% I $12.41 $0.82
( $12.41 )
-29.91%
Feb. 4, 2025 BO 2.3 $12.56 @$12.50 $1.02
($12.56)
8.16% 4.21% I 1.35% I $12.73 $0.75
( $12.73 )
-26.47%
Nov. 8, 2024 BO 2.1 $11.63 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 31, 2024 BO 2.2 $10.17 @$10.00
April 30, 2013 BO 2.2 $45.37 @$45.00
Jan. 31, 2013 BO 2.4 $48.31 @$50.00/$45.00
Aug. 1, 2012 BO 2.7 $38.11 @$40.00/$35.00
April 25, 2012 BO 2.9 $44.08 @$45.00
Jan. 31, 2012 AC 3.6 $41.74 @$50.00/$45.00
Oct. 27, 2011 AC 3.7 $35.77 @$35.00

 
 
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