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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Centrus Energy Corp. (LEU) - AMEX Next Earnings Date: OS Estimate: Dec. 18, 2024 AC
OS Projected Window: Dec. 16, 2024 to Dec. 21, 2024
EVR: 6.0
Avg Daily Volume: 1,868,231    Market Cap: 651.01M
Sector: Basic Materials    Short Interest: 5.12
Live Interactive Chart
Days to Next Earnings: 26 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 15
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. 28, 2024 AC 6.1 $93.88 @$95.00 $18.85
($93.88)
19.84% 12.14% I 11.79% I $104.95 $18.25
( $104.95 )
-3.18%
May 7, 2024 AC 6.2 $44.30 @$45.00 $5.03
($44.30)
11.18% -13.7% O -4.89% I $42.13 $3.85
( $42.13 )
-23.46%
Feb. 8, 2024 AC 6.3 $46.54 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 7, 2023 AC 6.4 $54.46 @$55.00
Aug. 3, 2023 AC 6.1 $35.03 @$35.00
May 8, 2023 AC 6.2 $28.79 @$30.00
Feb. 21, 2023 AC 6.0 $42.09 @$40.00
Nov. 8, 2022 AC 5.0 $45.07 @$45.00
Aug. 4, 2022 AC 4.7 $33.08 @$35.00
May 5, 2022 AC 4.0 $28.65 @$30.00

 
 
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