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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Core Natural Resources (CNR) - NYSE Next Earnings Date: OS Estimate: May 5, 2026 BO
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 2.6
Avg Daily Volume: 861,121    Market Cap: 4.2B
Sector: Services    Short Interest: 4.85
Live Interactive Chart
Days to Next Earnings: 58 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 13
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
Feb. 12, 2026 BO 2.6 $92.67 @$95.00 $7.75
($92.67)
8.16% -4.95% I -2.82% I $90.05 $7.10
( $90.05 )
-8.39%
Nov. 6, 2025 BO 2.3 $77.63 @$80.00 $8.38
($77.63)
10.48% 14.38% O 11.45% O $86.52 $9.75
( $86.52 )
16.35%
Aug. 5, 2025 BO 2.3 $76.56 @$75.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 8, 2025 BO 1.9 $75.26 @$75.00
Feb. 20, 2025 BO 1.9 $77.63 @$80.00
May 3, 2022 AC 1.9 $48.98 @$25.00
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

 
 
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