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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Core & Main (CNM) - NYSE Next Earnings Date: OS Estimate: June 3, 2025 BO
OS Projected Window: June 2, 2025 to June 7, 2025
EVR: 3.6
Avg Daily Volume: 2,359,336    Market Cap: 9.5B
Sector: None    Short Interest: 6.45
Live Interactive Chart
Days to Next Earnings: 70 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 14
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
March 25, 2025 BO 3.8 $49.64 @$50.00 $5.47
($49.64)
10.94% 4.21% I -0.24% I $49.52 $3.32
( $49.52 )
-39.31%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 4, 2024 BO 2.6 $56.09 @$55.00
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

 
 
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