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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ConAgra Brands (CAG) - NYSE Next Earnings Date: OS Estimate: Jan. 30, 2025 BO
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 1.8
Avg Daily Volume: 5,195,200    Market Cap: 13.53B
Sector: Consumer Goods    Short Interest: 2.3
Live Interactive Chart
Days to Next Earnings: 16 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 70
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
Dec. 19, 2024 BO 1.8 $27.37 @$27.00 $2.00
($27.37)
7.41% -3.76% I -2.04% I $26.81 $1.38
( $26.81 )
-31.0%
Oct. 2, 2024 BO 1.5 $32.72 @$32.50 $1.50
($32.72)
4.62% -10.2% O -8.06% O $30.08 $2.37
( $30.08 )
58.0%
July 11, 2024 BO 1.5 $28.81 @$29.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 4, 2024 BO 1.4 $29.06 @$29.00
Jan. 4, 2024 BO 1.4 $29.28 @$29.50
Oct. 5, 2023 BO 1.5 $26.53 @$27.00
July 13, 2023 BO 1.6 $32.98 @$33.00
April 5, 2023 BO 1.8 $37.58 @$38.00
Jan. 5, 2023 BO 1.9 $38.65 @$39.00
Oct. 6, 2022 BO 2.0 $33.80 @$34.00

 
 
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