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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Centene Corporation (CNC) - NYSE Next Earnings Date: OS Estimate: Feb. 5, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 2.3
Avg Daily Volume: 7,159,620    Market Cap: 37.83B
Sector: Healthcare    Short Interest: 1.73
Live Interactive Chart
Days to Next Earnings: 75 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 62
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
Oct. 25, 2024 BO 2.0 $61.62 @$62.00 $5.97
($61.62)
9.63% 13.77% O 4.21% I $64.22 $4.83
( $64.22 )
-19.1%
July 26, 2024 BO 1.7 $67.40 @$67.50 $4.85
($67.40)
7.19% 10.86% O 8.45% O $73.10 $6.53
( $73.10 )
34.64%
April 26, 2024 BO 1.7 $75.68 @$76.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 6, 2024 BO 1.9 $74.07 @$74.00
Oct. 24, 2023 BO 2.0 $70.86 @$71.00
July 28, 2023 BO 1.9 $69.95 @$70.00
April 25, 2023 BO 2.0 $67.66 @$67.50
Feb. 7, 2023 BO 2.1 $71.01 @$71.00
Oct. 25, 2022 BO 1.9 $75.81 @$76.00
July 26, 2022 BO 2.1 $91.93 @$92.00

 
 
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