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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Core & Main (CNM) - NYSE Next Earnings Date: Dec. 3, 2024 BO
EVR: 3.3
Avg Daily Volume: 2,082,608    Market Cap: 8.73B
Sector: None    Short Interest: 8.98
Live Interactive Chart
Days to Next Earnings: 11 Days
Implied Move Monthly: 12.72%       Expires on: Dec. 20, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 13
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. 3, 2024 BO None $0.00 @$45.00 $5.67
($44.57)
12.72% -None% I -None% I $0.00 $0.00
( N/A )
None%
Sept. 4, 2024 BO 3.0 $46.80 @$47.50 $4.88
($46.80)
10.27% -16.02% O -15.81% O $39.40 $8.25
( $39.40 )
69.06%
June 4, 2024 BO 2.6 $56.09 @$55.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 19, 2024 BO 2.5 $50.69 @$50.00
Dec. 5, 2023 BO 2.8 $36.09 @$35.00
Sept. 6, 2023 BO 2.7 $31.59 @$30.00
June 6, 2023 BO 3.0 $27.19 @$25.00
March 28, 2023 BO 3.1 $21.32 @$22.50
Dec. 13, 2022 BO 3.2 $20.59 @$20.00
June 14, 2022 BO 3.0 $21.63 @$22.50

 
 
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