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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Canadian National Railway Company (CNI) - NYSE Next Earnings Date: July 22, 2025 AC
EVR: 1.5
Avg Daily Volume: 1,375,609    Market Cap: 66.0B
Sector: Services    Short Interest: 0.3
Live Interactive Chart
Days to Next Earnings: 42 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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 1, 2025 AC 1.4 $95.62 @$95.00 $4.45
($95.62)
4.68% 6.08% O 5.98% O $101.34 $7.42
( $101.34 )
66.74%
Jan. 30, 2025 AC 1.4 $105.20 @$105.00 $6.03
($105.20)
5.74% -1.85% I -0.65% I $104.51 $4.85
( $104.51 )
-19.57%
Oct. 22, 2024 AC 1.5 $112.24 @$110.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 25, 2023 AC 1.5 $118.67 @$120.00
April 24, 2023 AC 1.4 $124.40 @$125.00
Jan. 24, 2023 AC 1.4 $124.02 @$125.00

 
 
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