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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CNO Financial Group (CNO) - NYSE Next Earnings Date: Estimated on July 27, 2026
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 2.0
Avg Daily Volume: 864,527    Market Cap: 4.9B
Sector: Financial    Short Interest: 2.05
Live Interactive Chart
Days to Next Earnings: 27 Days
Implied Move Monthly: 6.28%       Expires on: Aug. 21, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 68
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
July 27, 2026 AC None $0.00 @$50.00 $3.20
($50.98)
6.28% -None% -None% $0.00 $0.00
( N/A )
None%
April 30, 2026 AC 2.1 $44.45 @$44.00 $4.97
($44.45)
11.3% -2.72% I 0.4% I $44.63 $2.40
( $44.63 )
-51.71%
Feb. 5, 2026 AC 2.2 $42.31 @$42.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 3, 2025 AC 2.3 $39.59 @$40.00
July 28, 2025 AC 2.5 $37.58 @$38.00
April 28, 2025 AC 2.5 $39.92 @$40.00
Feb. 6, 2025 AC 2.5 $40.02 @$40.00
Oct. 31, 2024 AC 2.4 $34.40 @$34.00
April 29, 2024 AC 2.3 $26.89 @$27.00
Feb. 6, 2024 AC 2.3 $26.70 @$27.00

 
 
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