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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Canadian National Railway Company (CNI) - NYSE Next Earnings Date: July 22, 2026 BO
EVR: 1.6
Avg Daily Volume: 2,093,761    Market Cap: 59.3B
Sector: Services    Short Interest: 0.44
Live Interactive Chart
Days to Next Earnings: 51 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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
Jan. 30, 2026 BO 1.5 $101.03 @$100.00 $5.07
($101.03)
5.07% -4.84% I -4.76% I $96.22 $4.93
( $96.22 )
-2.76%
Oct. 31, 2025 BO 1.5 $93.30 @$95.00 $5.03
($93.30)
5.29% 6.69% O 2.79% I $95.91 $4.55
( $95.91 )
-9.54%
July 22, 2025 AC 1.5 $100.37 @$100.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 1, 2025 AC 1.4 $95.62 @$95.00
Jan. 30, 2025 AC 1.4 $105.20 @$105.00
Oct. 22, 2024 AC 1.5 $112.24 @$110.00
July 23, 2024 AC 1.4 $119.98 @$120.00
April 23, 2024 AC 1.3 $129.40 @$130.00
Jan. 23, 2024 AC 1.4 $125.79 @$125.00
Oct. 24, 2023 AC 1.6 $105.67 @$105.00

 
 
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