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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Canadian Natural Resources Limited (CNQ) - NYSE Next Earnings Date: OS Estimate: Oct. 2, 2025 BO
OS Projected Window: Sept. 29, 2025 to Oct. 4, 2025
EVR: 1.3
Avg Daily Volume: 6,004,096    Market Cap: 63.4B
Sector: Basic Materials    Short Interest: 0.88
Live Interactive Chart
Days to Next Earnings: 16 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 37
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
Aug. 7, 2025 BO 1.3 $31.34 @$31.50 $1.25
($31.34)
3.97% -3.54% I -2.9% I $30.43 $1.23
( $30.43 )
-1.6%
March 2, 2023 BO 1.3 $57.96 @$57.50 $3.30
($57.96)
5.74% 2.7% I 1.62% I $58.90 $3.30
( $58.90 )
0.0%
March 3, 2022 BO 1.3 $58.83 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 4, 2021 BO 1.4 $42.47 @$42.00
Aug. 5, 2021 BO 1.4 $32.24 @$32.00
May 6, 2021 BO 1.5 $32.49 @$32.00
March 4, 2021 BO 1.6 $29.75 @$30.00
Nov. 5, 2020 BO 1.6 $16.75 @$17.00
Aug. 6, 2020 BO 1.5 $18.79 @$19.00
May 7, 2020 BO 1.5 $15.28 @$15.00

 
 
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