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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Core Natural Resources (CNR) - NYSE Next Earnings Date: OS Estimate: Aug. 12, 2025 BO
OS Projected Window: Aug. 11, 2025 to Aug. 16, 2025
EVR: 2.0
Avg Daily Volume: 836,724    Market Cap: 3.7B
Sector: Services    Short Interest: 4.84
Live Interactive Chart
Days to Next Earnings: 56 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 10
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
May 14, 2025 BO 1.9 $74.84 @$75.00 $8.25
($74.84)
11.0% -5.47% I -5.42% I $70.78 $9.18
( $70.78 )
11.27%
Feb. 20, 2025 BO 1.9 $77.63 @$80.00 $9.50
($77.63)
11.88% 6.56% I 5.35% I $81.79 $7.53
( $81.79 )
-20.74%
May 3, 2022 AC 1.9 $48.98 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 1, 2022 AC 1.7 $31.39 @$22.50
Nov. 9, 2021 AC 1.8 $24.30 @$15.00
Aug. 3, 2021 AC 1.8 $20.68 @$17.50
May 11, 2021 AC 1.8 $13.68 @$15.00
March 3, 2021 AC 1.9 $11.03 @$12.50
Nov. 10, 2020 AC 1.8 $4.44 @$7.50
Aug. 11, 2020 AC 1.8 $5.61 @$7.50

 
 
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