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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CNH Industrial N.V. (CNHI) - NYSE Next Earnings Date: May 2, 2024 BO
EVR: 2.4
Avg Daily Volume: 10,231,273    Market Cap: 15.85B
Sector: Industrial Goods    Short Interest: 3.41
Live Interactive Chart
Days to Next Earnings: 6 Days
Implied Move Monthly: 12.87%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 37
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 2, 2024 BO None $0.00 @$12.50 $1.48
($11.50)
12.87% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 14, 2024 BO 2.2 $11.82 @$12.50 $1.27
($11.82)
10.16% 7.78% I 6.17% I $12.55 $0.93
( $12.55 )
-26.77%
Nov. 7, 2023 BO 1.9 $11.34 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 28, 2023 BO 1.8 $15.28 @$15.00
May 5, 2023 BO 1.8 $13.63 @$12.50
Feb. 2, 2023 BO 1.5 $17.90 @$17.50
Nov. 8, 2022 BO 1.4 $13.45 @$12.50
July 29, 2022 BO 1.4 $12.15 @$12.50
May 3, 2022 BO 1.4 $14.43 @$15.00
Feb. 8, 2022 BO 1.5 $14.85 @$15.00

 
 
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