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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CNH Industrial N.V. (CNH) - NYSE Next Earnings Date: OS Estimate: July 31, 2026 BO
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 2.5
Avg Daily Volume: 16,211,059    Market Cap: 13.3B
Sector: None    Short Interest: 4.71
Live Interactive Chart
Days to Next Earnings: 78 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 26
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
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 $1.27
($12.75)
10.16% -5.96% I 2.66% I $13.09 $1.20
( $13.09 )
-5.51%
Nov. 7, 2025 BO 2.2 $10.26 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Jan. 31, 2013 BO 2.4 $48.31 @$50.00/$45.00

 
 
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