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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Canadian National Railway Company (CNI) - NYSE Next Earnings Date: OS Estimate: July 23, 2024 AC
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 1.3
Avg Daily Volume: 985,297    Market Cap: 84.05B
Sector: Services    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 90 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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 23, 2024 AC None $129.40 @$130.00 $5.62
($129.40)
4.32% -5.56% O -5.05% O $122.86 $7.88
( $122.86 )
40.21%
Jan. 23, 2024 AC 1.4 $125.79 @$125.00 $5.70
($125.79)
4.56% -2.83% I -2.21% I $123.01 $4.47
( $123.01 )
-21.58%
Oct. 24, 2023 AC 1.6 $105.67 @$105.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 25, 2022 AC 1.3 $115.50 @$115.00
July 26, 2022 AC 1.2 $116.79 @$115.00
April 25, 2022 AC 1.3 $124.34 @$125.00
Jan. 25, 2022 AC 1.3 $122.46 @$120.00

 
 
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