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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cullen/Frost Bankers (CFR) - NYSE Next Earnings Date: OS Estimate: May 1, 2025 BO
OS Projected Window: April 28, 2025 to May 3, 2025
EVR: 2.4
Avg Daily Volume: 487,185    Market Cap: 8.3B
Sector: Financial    Short Interest: 3.92
Live Interactive Chart
Days to Next Earnings: 30 Days
Implied Move Monthly: 9.46%       Expires on: May 16, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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
May 1, 2025 BO None $0.00 @$125.00 $11.70
($123.70)
9.46% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 30, 2025 BO 2.4 $138.80 @$140.00 $9.33
($138.80)
6.66% 5.5% I 1.24% I $140.53 $7.30
( $140.53 )
-21.76%
July 25, 2024 BO 2.3 $113.85 @$115.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 25, 2024 BO 2.2 $116.84 @$115.00
Jan. 25, 2024 BO 2.1 $108.77 @$110.00
Oct. 26, 2023 BO 1.8 $83.66 @$85.00
July 27, 2023 BO 1.7 $115.99 @$115.00
April 27, 2023 BO 1.5 $103.47 @$105.00
Jan. 26, 2023 BO 1.3 $136.01 @$135.00
July 28, 2022 BO 1.4 $129.00 @$130.00

 
 
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