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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: Feb. 4, 2021 BO
OS Projected Window: Jan. 27, 2021 to Feb. 9, 2021
EVR: 1.2
Avg Daily Volume: 1,672,083    Market Cap: 60.81B
Sector: Financial    Short Interest: 1.91
Live Interactive Chart
Days to Next Earnings: 68 Days
Current 7 Day Implied Movement: 2.42%       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: 28

 
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
Oct. 28, 2020 BO $159.47 3.95% 6.57% -2.69% $155.18 $149.56 N/A N/A -7.48% 3.91% N/A
July 29, 2020 BO $166.00 4.03% 1.84% -0.34% $165.43 $164.88 N/A N/A -1.31% 3.36% N/A
April 29, 2020 BO $184.32 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 12, 2020 BO $211.65
Oct. 30, 2019 BO $201.00
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

 
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