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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Constellation Brands (STZ) - NYSE Next Earnings Date: Jan. 9, 2025 BO
EVR: 1.6
Avg Daily Volume: 1,546,611    Market Cap: 43.33B
Sector: Consumer Goods    Short Interest: 1.45
Live Interactive Chart
Days to Next Earnings: 19 Days
Implied Move Weekly: 4.20%       Expires on: Jan. 10, 2025
Implied Move Monthly: 4.85%       Expires on: Jan. 17, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 67
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
Jan. 9, 2025 BO None $0.00 @$230.00 $11.05
($227.63)
4.85% -None% I -None% I $0.00 $0.00
( N/A )
None%
Oct. 3, 2024 BO 1.5 $255.67 @$255.00 $11.30
($255.67)
4.43% -4.8% O -4.7% O $243.65 $12.33
( $243.65 )
9.12%
July 3, 2024 BO 1.5 $258.94 @$260.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 11, 2024 BO 1.6 $264.92 @$265.00
Jan. 5, 2024 BO 1.6 $242.33 @$242.50
Oct. 5, 2023 BO 1.6 $249.36 @$250.00
June 30, 2023 BO 1.8 $246.85 @$247.50
April 6, 2023 BO 1.9 $221.44 @$222.50
Jan. 5, 2023 BO 1.6 $231.16 @$230.00
Oct. 6, 2022 BO 1.7 $235.95 @$235.00

 
 
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