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Implied Movement: 7 Day Implied Movement Based on Weekly Options   
Get Weekly Volatility For:
CME Group Inc. (CME) - NASDAQ Next Earnings Date: OS Estimate: July 30, 2020 BO
OS Projected Window: July 24, 2020 to July 31, 2020
EVR: 1.0
Avg Daily Volume: 2,568,312    Market Cap: 62.28B
Sector: Financial    Short Interest: 1.62
Live Interactive Chart
Days to Next Earnings: 59 Days
Current 7 Day Implied Movement: 2.91%       Theoretical Expires in 7 days


 
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Sample Chart


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Weekly Implied Movement Before and After Earnings:
 
Historical Tracking Available: 26

 
Earnings Date Pre Earnings Post Earnings Open Post Earnings Mean of Previous 2 Earnings
Close Price 7 Day IM 7 Day HM Open Close 7 Day IM 7 Day HM One Day Max Move Pre Earnings Post Earnings
April 29, 2020 BO $184.32 3.79% 6.03% 1.27% $186.67 $181.47 N/A N/A 3.49% 3.04% N/A
Feb. 12, 2020 BO $211.65 2.93% 1.99% -1.67% $208.10 $207.64 N/A N/A -3.6% 3.2% 2.28%
Oct. 30, 2019 BO $201.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 31, 2019 BO $197.31
May 1, 2019 BO $178.90
Feb. 14, 2019 BO $180.40
Oct. 25, 2018 BO $181.08
July 26, 2018 BO $169.52
April 26, 2018 BO $161.08
Feb. 1, 2018 BO $153.48

 
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