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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Constellation Energy Corporation (CEG) - NASDAQ Next Earnings Date: OS Estimate: Feb. 19, 2025 BO
OS Projected Window: Feb. 17, 2025 to Feb. 22, 2025
EVR: 2.8
Avg Daily Volume: 3,205,937    Market Cap: 42.80B
Sector: None    Short Interest: 1.71
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 10
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
Nov. 4, 2024 BO 2.6 $258.10 @$257.50 $27.85
($258.10)
10.82% -12.94% O -12.45% O $225.95 $32.77
( $225.95 )
17.67%
Aug. 6, 2024 BO 2.5 $169.97 @$170.00 $20.00
($169.97)
11.76% 8.15% I 6.51% I $181.04 $15.53
( $181.04 )
-22.35%
May 9, 2024 BO 2.6 $208.00 @$210.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 27, 2024 BO 2.0 $133.22 @$135.00
Nov. 6, 2023 BO 1.8 $117.07 @$115.00
Aug. 3, 2023 BO 1.5 $95.55 @$95.00
May 4, 2023 BO 1.5 $76.51 @$75.00
Feb. 16, 2023 BO 1.8 $86.01 @$85.00
Nov. 8, 2022 BO 0.1 $93.50 @$95.00
Aug. 4, 2022 BO 0.0 $67.17 @$65.00

 
 
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