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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Canadian National Railway Company (CNI) - NYSE Next Earnings Date: July 24, 2026 BO
EVR: 1.7
Avg Daily Volume: 1,377,908    Market Cap: 68.3B
Sector: Services    Short Interest: 0.63
Live Interactive Chart
Days to Next Earnings: 72 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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 29, 2026 BO 1.6 $114.89 @$115.00 $5.60
($114.89)
4.87% -6.86% O -5.92% O $108.08 $7.97
( $108.08 )
42.32%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 22, 2025 AC 1.5 $100.37 @$100.00
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

 
 
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