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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Constellation Energy Corporation (CEG) - NASDAQ Next Earnings Date: Estimated on May 8, 2025
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 2.7
Avg Daily Volume: 4,623,071    Market Cap: 66.5B
Sector: None    Short Interest: 1.91
Live Interactive Chart
Days to Next Earnings: 37 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 11
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
Feb. 18, 2025 BO 2.8 $317.30 @$320.00 $41.70
($317.30)
13.03% 3.86% I 2.61% I $325.60 $38.10
( $325.60 )
-8.63%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 9, 2024 BO 2.6 $208.00 @$210.00
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

 
 
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