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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CNO Financial Group (CNO) - NYSE Next Earnings Date: OS Estimate: July 28, 2026 AC
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 2.0
Avg Daily Volume: 681,361    Market Cap: 4.2B
Sector: Financial    Short Interest: 2.11
Live Interactive Chart
Days to Next Earnings: 75 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 67
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 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 $2.48
($42.31)
5.9% 5.97% O 5.5% I $44.64 $2.70
( $44.64 )
8.87%
Nov. 3, 2025 AC 2.3 $39.59 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 6, 2023 AC 2.4 $24.15 @$24.00

 
 
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