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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CME Group Inc. (CME) - NASDAQ Next Earnings Date: April 23, 2025 BO
EVR: 1.3
Avg Daily Volume: 2,511,393    Market Cap: 91.7B
Sector: Financial    Short Interest: 1.39
Live Interactive Chart
Days to Next Earnings: 22 Days
Implied Move Monthly: 6.22%       Expires on: May 16, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 71
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
April 23, 2025 BO None $0.00 @$260.00 $16.30
($262.24)
6.22% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 12, 2025 BO 1.3 $241.74 @$240.00 $7.45
($241.74)
3.1% 4.87% O 2.98% I $248.96 $10.25
( $248.96 )
37.58%
Oct. 23, 2024 BO 1.3 $226.17 @$230.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 24, 2024 BO 1.4 $197.44 @$195.00
April 24, 2024 BO 1.5 $216.77 @$220.00
Feb. 14, 2024 BO 1.4 $207.43 @$210.00
Oct. 25, 2023 BO 1.4 $214.25 @$215.00
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

 
 
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