Earnings volatility research
CF · CF Industries Holdings, Inc. Common Stock
No verified earnings events are stored for CF in this environment.
Historical absolute moves are measured outcomes, not predicted returns. Missing implied moves are excluded only from paired comparisons. Inspect events and sources · Inspect stored contracts
No reviewed research is available for CF yet
Coverage and research availability are separate datasets.
Until the provider verifies the next earnings date, there is nothing to evaluate. This page reports the gap rather than guessing a date.
Past events · reconstructed
Historical reconstruction for CF
Observed outcomes from 8 earnings events (Oct 30, 2024 – Aug 5, 2026). These events have already been reported · modeled strategy results.
Realized move versus what was implied
Implied move is the pre-event ATM straddle estimate; realized move is the observed post-earnings move.
Updated Oct 7, 2026
Loading graph — the exact table is available below.
Exact data table
| Observation | Realized move (%) | Implied move (%) | Context | Updated |
|---|---|---|---|---|
| 0.5503% | Unavailable | Signed actual 0.5503% · Reconstructed · 7 IV checkpoints | Updated Oct 7, 2026 | |
| 4.2358% | 4.9267% | Signed actual -4.2358% · Reconstructed · 7 IV checkpoints | Updated Oct 7, 2026 | |
| 0.7807% | 5.7026% | Signed actual 0.7807% · Reconstructed · 7 IV checkpoints | Updated Oct 7, 2026 | |
| 7.7976% | 4.7455% | Signed actual -7.7976% · Reconstructed · 7 IV checkpoints | Updated Oct 7, 2026 | |
| 4.2328% | 5.7067% | Signed actual -4.2328% · Reconstructed · 7 IV checkpoints | Updated Oct 7, 2026 | |
| 3.7988% | 6.7438% | Signed actual 3.7988% · Reconstructed · 7 IV checkpoints | Updated Oct 7, 2026 | |
| 0.9018% | 6.8729% | Signed actual -0.9018% · Reconstructed · 7 IV checkpoints | Updated Oct 7, 2026 | |
| 0.0171% | 5.7573% | Signed actual 0.0171% · Reconstructed · 7 IV checkpoints | Updated Oct 7, 2026 |
Exact-contract strategy reconstruction
| Structure | Reconstructed runs | Profitable | Average return on max loss | Best | Worst |
|---|---|---|---|---|---|
| Bull Put Spread | 5 | 2 / 5 | -28.4% | 7.8% | -73.8% |
| Long Straddle | 5 | 1 / 5 | -25.8% | 18.4% | -57.8% |
| Calendar | 4 | 3 / 4 | 40.1% | 122.4% | -32.7% |
| Long Strangle | 4 | 1 / 4 | -37.2% | 34.1% | -77.0% |
| Bear Call Spread | 2 | 0 / 2 | -49.0% | -41.6% | -56.3% |
| Iron Condor | 1 | 0 / 1 | -52.9% | -52.9% | -52.9% |
Historical examples
Example trades, payoff and risk
Past structural simulations · modeled fills · not historical recommendations.
Calendar
Did not clear entry filters- Modeled entry debit
- $210.00
- Payoff max loss
- $150.00
- Payoff max profit
- Model dependent
- Modeled exit P&L
- $183.65122.4% on stored risk basis $150.00
Entry Jul 22, 2026 → Exit Jul 30, 2026. Payoff is a scenario; exit P&L uses the stored exit fills. Different expirations require time and volatility assumptions.
Update time unavailable
Loading graph — the exact table is available below.
Event / reference markers
- Snapshot spot: $127.35
- SELL CALL strike $127.00: $127.00
- BUY CALL strike $126.00: $126.00
Exact data table
| Observation | Expiration P/L (USD) | Context | Updated |
|---|---|---|---|
| -$68.79 | No additional context stored | Update time unavailable | |
| -$53.26 | No additional context stored | Update time unavailable | |
| -$35.57 | No additional context stored | Update time unavailable | |
| -$15.55 | No additional context stored | Update time unavailable | |
| $6.95 | No additional context stored | Update time unavailable | |
| $32.07 | No additional context stored | Update time unavailable | |
| $59.94 | No additional context stored | Update time unavailable | |
| $90.68 | No additional context stored | Update time unavailable | |
| $124.38 | No additional context stored | Update time unavailable | |
| $161.12 | No additional context stored | Update time unavailable | |
| $200.98 | No additional context stored | Update time unavailable | |
| $243.97 | No additional context stored | Update time unavailable | |
| $290.14 | No additional context stored | Update time unavailable | |
| $339.47 | No additional context stored | Update time unavailable | |
| $391.94 | No additional context stored | Update time unavailable | |
| $412.53 | No additional context stored | Update time unavailable | |
| $370.53 | No additional context stored | Update time unavailable | |
| $331.51 | No additional context stored | Update time unavailable | |
| $295.39 | No additional context stored | Update time unavailable | |
| $262.06 | No additional context stored | Update time unavailable | |
| $231.41 | No additional context stored | Update time unavailable | |
| $203.33 | No additional context stored | Update time unavailable | |
| $177.69 | No additional context stored | Update time unavailable | |
| $154.35 | No additional context stored | Update time unavailable | |
| $133.17 | No additional context stored | Update time unavailable | |
| $114.03 | No additional context stored | Update time unavailable | |
| $96.79 | No additional context stored | Update time unavailable | |
| $81.30 | No additional context stored | Update time unavailable | |
| $67.43 | No additional context stored | Update time unavailable | |
| $55.05 | No additional context stored | Update time unavailable | |
| $44.04 | No additional context stored | Update time unavailable |
| Side / quantity | Contract | Strike / expiry | Entry fill | Exit fill |
|---|---|---|---|---|
| SELL × 1 | CF260731C00127000 | $127.00 call · 2026-07-31 | $3.60 | $0.76 |
| BUY × 1 | CF260814C00126000 | $126.00 call · 2026-08-14 | $5.70 | $4.73 |
27 quote gaps · Record hist_CF_a2c90e10ecac1a70 · Historical methodology
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