Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CNO Financial Group (CNO) - NYSE Next Earnings Date: OS Estimate: July 30, 2024 AC
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 2.3
Avg Daily Volume: 762,669    Market Cap: 2.92B
Sector: Financial    Short Interest: 3.39
Live Interactive Chart
Days to Next Earnings: 81 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 60
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, 2024 AC 2.3 $26.89 @$27.00 $2.18
($26.89)
8.07% -4.23% I -2.08% I $26.33 $1.90
( $26.33 )
-12.84%
Feb. 6, 2024 AC 2.3 $26.70 @$27.00 $1.77
($26.70)
6.56% 5.99% I 2.84% I $27.46 $1.30
( $27.46 )
-26.55%
Nov. 6, 2023 AC 2.3 $24.15 @$24.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 31, 2023 AC 2.3 $25.72 @$26.00
May 1, 2023 AC 2.1 $22.75 @$23.00
Feb. 7, 2023 AC 2.0 $25.44 @$25.00
Oct. 31, 2022 AC 2.1 $22.06 @$22.00
Aug. 1, 2022 AC 2.0 $18.81 @$19.00
May 2, 2022 AC 1.9 $24.12 @$24.00
Feb. 8, 2022 AC 2.1 $25.97 @$26.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US