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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cullen/Frost Bankers (CFR) - NYSE Next Earnings Date: Estimate: Jan. 30, 2025 BO
EVR: 2.4
Avg Daily Volume: 540,458    Market Cap: 6.81B
Sector: Financial    Short Interest: 3.34
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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
July 25, 2024 BO 2.3 $113.85 @$115.00 $7.80
($113.85)
6.78% 8.18% O 3.39% I $117.71 $6.85
( $117.71 )
-12.18%
April 25, 2024 BO 2.2 $116.84 @$115.00 $7.22
($116.84)
6.28% -8.61% O -5.22% I $110.73 $7.20
( $110.73 )
-0.28%
Jan. 25, 2024 BO 2.1 $108.77 @$110.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 28, 2022 BO 1.5 $133.67 @$135.00
Jan. 27, 2022 BO 1.5 $130.59 @$130.00

 
 
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