Optionslam.com

   
    Log In | Join US    
Implied Movement: Weekly Straddle Tracking History   
Get Weekly Straddles For:

 
CME Group Inc. (CME) - NASDAQ Next Earnings Date: April 24, 2024 BO
EVR: 1.5
Avg Daily Volume: 1,624,088    Market Cap: 78.46B
Sector: Financial    Short Interest: 0.96
Live Interactive Chart
Days to Next Earnings: 27 Days
Implied Move Weekly: 4.50%       Expires on: April 26, 2024
Implied Move Monthly: 5.73%       Expires on: May 17, 2024

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
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 Open High Low Close Max Move I/O Closing Move I/O Price Straddle @Trade Price Return
April 24, 2024 BO None $0.00 @$215.00 $9.70
($215.60)
4.69% 4.69% 4.3% 4.5% -None% I -None% I $0.00 $0.00
($0.00)
None%
Feb. 14, 2024 BO 1.4 $207.43 @$207.50 $6.22
($207.43)
4.86% 5.2% 3.0% 3.0% 5.62% O 3.73% O $215.18 $8.00
($215.18)
28.62%
Oct. 25, 2023 BO 1.4 $214.25 @$215.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 26, 2023 BO 1.4 $191.22 @$190.00
April 26, 2023 BO 1.5 $187.79 @$187.50
Feb. 8, 2023 BO 1.4 $177.80 @$177.50
Oct. 26, 2022 BO 1.4 $175.80 @$175.00
July 27, 2022 BO 1.3 $203.78 @$205.00
April 27, 2022 BO 1.2 $213.27 @$212.50
Feb. 9, 2022 BO 1.1 $241.41 @$242.50


 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US