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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Canadian Natural Resources Limited (CNQ) - NYSE Next Earnings Date: OS Estimate: March 5, 2026 BO
OS Projected Window: March 2, 2026 to March 7, 2026
EVR: 1.1
Avg Daily Volume: 7,199,622    Market Cap: 69.9B
Sector: Basic Materials    Short Interest: 0.78
Live Interactive Chart
Days to Next Earnings: 73 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 38
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
Nov. 6, 2025 BO 1.3 $31.88 @$32.00 $1.73
($31.88)
5.41% -1.81% I -1.22% I $31.49 $1.57
( $31.49 )
-9.25%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 3, 2022 BO 1.3 $58.83 @$60.00
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

 
 
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