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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CF Industries Holdings (CF) - NYSE Next Earnings Date: OS Estimate: Feb. 12, 2025 AC
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 1.8
Avg Daily Volume: 1,717,372    Market Cap: 15.62B
Sector: Basic Materials    Short Interest: 4.01
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
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
Oct. 30, 2024 AC 1.8 $81.78 @$82.00 $5.53
($81.78)
6.74% 3.47% I 0.55% I $82.23 $4.65
( $82.23 )
-15.91%
Aug. 7, 2024 AC 1.6 $73.30 @$73.00 $4.50
($73.30)
6.16% 8.62% O 8.49% O $79.53 $7.10
( $79.53 )
57.78%
May 1, 2024 AC 1.6 $77.97 @$78.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 14, 2024 AC 1.7 $77.58 @$77.50
Nov. 1, 2023 AC 1.8 $79.26 @$79.00
Aug. 2, 2023 AC 1.8 $80.65 @$81.00
May 1, 2023 AC 1.9 $71.95 @$72.00
Feb. 15, 2023 AC 1.9 $85.01 @$85.00
Aug. 1, 2022 AC 1.9 $94.44 @$94.00
May 4, 2022 AC 1.9 $102.03 @$102.00

 
 
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