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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Canadian National Railway Company (CNI) - NYSE Next Earnings Date: OS Estimate: Jan. 20, 2025 AC
OS Projected Window: Jan. 20, 2025 to Jan. 25, 2025
EVR: 1.4
Avg Daily Volume: 1,282,525    Market Cap: 79.45B
Sector: Services    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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. 22, 2024 AC 1.5 $112.24 @$110.00 $6.23
($112.24)
5.66% 2.36% I -0.22% I $111.99 $4.67
( $111.99 )
-25.04%
July 23, 2024 AC 1.4 $119.98 @$120.00 $5.58
($119.98)
4.65% -6.77% O -3.48% I $115.80 $5.78
( $115.80 )
3.58%
April 23, 2024 AC 1.3 $129.40 @$130.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 23, 2024 AC 1.4 $125.79 @$125.00
Oct. 24, 2023 AC 1.6 $105.67 @$105.00
July 25, 2023 AC 1.5 $118.67 @$120.00
April 24, 2023 AC 1.4 $124.40 @$125.00
Jan. 24, 2023 AC 1.4 $124.02 @$125.00
Oct. 25, 2022 AC 1.3 $115.50 @$115.00
July 26, 2022 AC 1.2 $116.79 @$115.00

 
 
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