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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Core & Main (CNM) - NYSE Next Earnings Date: Estimated on March 18, 2025
OS Projected Window: March 24, 2025 to March 29, 2025
EVR: 3.8
Avg Daily Volume: 1,882,386    Market Cap: 11.4B
Sector: None    Short Interest: 6.19
Live Interactive Chart
Days to Next Earnings: 41 Days

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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 3.3 $48.29 @$47.50 $8.35
($48.29)
17.58% 18.51% O 15.51% I $55.78 $8.50
( $55.78 )
1.8%
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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