Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Constellation Energy Corporation (CEG) - NASDAQ Next Earnings Date: OS Estimate: Aug. 1, 2024 BO
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 2.5
Avg Daily Volume: 2,686,053    Market Cap: 42.80B
Sector: None    Short Interest: 1.71
Live Interactive Chart
Days to Next Earnings: 66 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 8
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
May 9, 2024 BO 2.6 $208.00 @$210.00 $16.70
($208.00)
7.95% 3.82% I 3.8% I $215.91 $9.35
( $215.91 )
-44.01%
Feb. 27, 2024 BO 2.0 $133.22 @$135.00 $9.60
($133.22)
7.11% 17.6% O 16.91% O $155.76 $21.85
( $155.76 )
127.6%
Nov. 6, 2023 BO 1.8 $117.07 @$115.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2023 BO 1.5 $95.55 @$95.00
May 4, 2023 BO 1.5 $76.51 @$75.00
Feb. 16, 2023 BO 1.8 $86.01 @$85.00
Nov. 8, 2022 BO 0.1 $93.50 @$95.00
Aug. 4, 2022 BO 0.0 $67.17 @$65.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US