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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CNH Industrial N.V. (CNH) - NYSE Next Earnings Date: OS Estimate: Nov. 6, 2026 BO
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 3.0
Avg Daily Volume: 15,444,326    Market Cap: 14.7B
Sector: Industrials    Short Interest: 5.48
Live Interactive Chart
Days to Next Earnings: 73 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 27
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
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 $0.73
($10.08)
7.3% 8.92% O 6.25% I $10.71 $0.98
( $10.71 )
34.25%
Feb. 17, 2026 BO 2.5 $12.75 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 30, 2013 BO 2.2 $45.37 @$45.00

 
 
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