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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CME Group Inc. (CME) - NASDAQ Next Earnings Date: OS Estimate: Feb. 12, 2025 BO
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 1.3
Avg Daily Volume: 1,615,515    Market Cap: 70.59B
Sector: Financial    Short Interest: 1.66
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 69
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. 23, 2024 BO 1.3 $226.17 @$230.00 $9.75
($226.17)
4.24% -2.31% I 0.42% I $227.14 $8.60
( $227.14 )
-11.79%
July 24, 2024 BO 1.4 $197.44 @$195.00 $9.45
($197.44)
4.85% 1.57% I -0.09% I $197.25 $8.45
( $197.25 )
-10.58%
April 24, 2024 BO 1.5 $216.77 @$220.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 26, 2022 BO 1.4 $175.80 @$175.00
July 27, 2022 BO 1.3 $203.78 @$205.00

 
 
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