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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cencora (COR) - NYSE Next Earnings Date: OS Estimate: Feb. 6, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 1.6
Avg Daily Volume: 1,313,106    Market Cap: 48.42B
Sector: Financial    Short Interest: 5.77
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 35
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
Nov. 6, 2024 BO 1.5 $233.99 @$230.00 $13.45
($233.99)
5.85% 5.72% I 4.86% I $245.38 $16.12
( $245.38 )
19.85%
July 31, 2024 BO 1.4 $231.03 @$230.00 $11.55
($231.03)
5.02% 5.71% O 2.96% I $237.88 $9.75
( $237.88 )
-15.58%
May 1, 2024 BO 1.3 $239.05 @$240.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 31, 2024 BO 1.2 $220.53 @$220.00
Nov. 2, 2023 BO 1.1 $187.23 @$185.00
Oct. 28, 2021 BO 1.1 $147.08 @$145.00
July 29, 2021 BO 1.1 $139.16 @$140.00
April 29, 2021 BO 1.2 $122.00 @$120.00
Feb. 4, 2021 BO 1.2 $136.14 @$135.00
Oct. 29, 2020 BO 1.2 $119.13 @$120.00

 
 
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