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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Canadian Natural Resources Limited (CNQ) - NYSE Next Earnings Date: OS Estimate: June 6, 2024 BO
OS Projected Window: June 3, 2024 to June 8, 2024
EVR: 1.3
Avg Daily Volume: 3,663,318    Market Cap: 77.73B
Sector: Basic Materials    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 41 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 36
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
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 $57.62 @$60.00 $4.70
($57.62)
7.83% 5.25% I -0.79% I $57.16 $4.92
( $57.16 )
4.68%
Nov. 4, 2021 BO 1.4 $42.47 @$42.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
March 5, 2020 BO 1.6 $24.75 @$25.00

 
 
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