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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Constellation Brands (STZ) - NYSE Next Earnings Date: Estimated on July 4, 2024
OS Projected Window: June 24, 2024 to June 29, 2024
EVR: 1.5
Avg Daily Volume: 1,169,212    Market Cap: 45.19B
Sector: Consumer Goods    Short Interest: 0.86
Live Interactive Chart
Days to Next Earnings: 53 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
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 11, 2024 BO 1.6 $264.92 @$265.00 $10.95
($264.92)
4.13% 3.75% I 1.29% I $268.34 $6.50
( $268.34 )
-40.64%
Jan. 5, 2024 BO 1.6 $242.33 @$242.50 $11.25
($242.33)
4.64% 4.44% I 2.14% I $247.53 $9.40
( $247.53 )
-16.44%
Oct. 5, 2023 BO 1.6 $249.36 @$250.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 30, 2023 BO 1.8 $246.85 @$247.50
April 6, 2023 BO 1.9 $221.44 @$222.50
Jan. 5, 2023 BO 1.6 $231.16 @$230.00
Oct. 6, 2022 BO 1.7 $235.95 @$235.00
June 30, 2022 BO 1.8 $243.63 @$242.50
April 7, 2022 BO 1.8 $231.81 @$232.50
Jan. 6, 2022 BO 1.9 $253.36 @$252.50

 
 
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