Company research workspace
CFCF Industries Holdings, Inc. Common Stock
Next verified earnings Nov 4, 2026 · Earnings history
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
CF · Implied versus actual earnings move · full stored dataset, independent of graph range/toggles
| 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 |
Compare entry timing
Each column opens a separate trade using that checkpoint’s contracts and quotes. Returns include modeled slippage and commissions.
Includes trades that failed entry filters; this measures structures, not a history of qualified recommendations. The exit is the earlier of T−1 and one day before the first leg expires.
Average return on stored maximum-loss basis · profitable runs / total runs. Select a cell to inspect its entry checkpoint.
| Strategy | T−35 | T−28 | T−21 | T−14 | T−7 | T−3 |
|---|---|---|---|---|---|---|
| Bear Call Spread | Not tested | Not tested | Not tested | Not tested | Not tested | |
| Bull Put Spread | Not tested | Not tested | Not tested | Not tested | Not tested | |
| Calendar | Not tested | Not tested | Not tested | Not tested | Not tested | |
| Iron Condor | Not tested | Not tested | Not tested | Not tested | Not tested | |
| Long Straddle | Not tested | Not tested | Not tested | Not tested | Not tested | |
| Long Strangle | Not tested | Not tested | Not tested | Not tested | Not tested |
Stored entry tests: T−14. Untested columns require a new historical reconstruction. Small samples are descriptive evidence. Columns can cover different earnings events; inspect event dates before comparing. Entry offsets are calendar days; weekend entries use a prior observed session, shown in each trade. Older records infer the actual offset from dates.
T−14 entry details
| Strategy | Events | Average | Median | Worst | Best | Failed / unknown eligibility |
|---|---|---|---|---|---|---|
| Bear Call Spread | 2 | -49.0% | -49.0% | -56.3% | -41.6% | 2 / 0 |
| Bull Put Spread | 5 | -28.4% | -25.7% | -73.8% | 7.8% | 5 / 0 |
| Calendar | 4 | 40.1% | 35.3% | -32.7% | 122.4% | 4 / 0 |
| Iron Condor | 1 | -52.9% | -52.9% | -52.9% | -52.9% | 1 / 0 |
| Long Straddle | 5 | -25.8% | -29.1% | -57.8% | 18.4% | 5 / 0 |
| Long Strangle | 4 | -37.2% | -53.0% | -77.0% | 34.1% | 4 / 0 |
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
Exit rule: Scheduled before earnings / expiration. Exit reason: scheduled exit.
Price basis: Quote midpoint with adverse spread slippage.
Entry filter failures: historical sample insufficient.
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
Strategy payoff · full stored dataset, independent of graph range/toggles
| 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 |
Exact contracts and modeled fills · dollars per share
| 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 unavailable observations / tests · Record hist_CF_a2c90e10ecac1a70 · Historical methodology