Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ConAgra Brands (CAG) - NYSE Next Earnings Date: Dec. 19, 2024 BO
EVR: 1.8
Avg Daily Volume: 4,508,536    Market Cap: 13.53B
Sector: Consumer Goods    Short Interest: 2.3
Live Interactive Chart
Days to Next Earnings: 27 Days
Implied Move Weekly: 6.70%       Expires on: Dec. 20, 2024
Implied Move Monthly: 8.21%       Expires on: Jan. 17, 2025

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 69
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 None $0.00 @$27.00 $2.23
($27.17)
8.21% -None% I -None% I $0.00 $0.00
( N/A )
None%
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

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US