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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Crane Company (CR) - NYSE Next Earnings Date: N/A
EVR: 2.3
Avg Daily Volume: 218,035    Market Cap: 7.20B
Sector: Industrial Goods    Short Interest: 1.47
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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
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
July 25, 2022 AC 2.3 $94.73 @$95.00 $7.50
($94.73)
7.89% -4.51% I -2.17% I $92.67 $6.50
( $92.67 )
-13.33%
April 25, 2022 AC 2.4 $104.94 @$105.00 $8.20
($104.94)
7.81% -5.77% I -5.66% I $98.99 $8.47
( $98.99 )
3.29%
Jan. 24, 2022 AC 2.5 $102.01 @$100.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 25, 2021 AC 2.3 $93.49 @$95.00
July 26, 2021 AC 2.2 $91.78 @$90.00
May 3, 2021 AC 2.3 $94.74 @$95.00
Jan. 25, 2021 AC 2.3 $78.59 @$80.00
Oct. 26, 2020 AC 2.4 $53.95 @$55.00
July 28, 2020 BO 2.3 $61.41 @$60.00
Jan. 28, 2020 BO 2.5 $83.58 @$85.00

 
 
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