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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ConAgra Brands, Inc. (CAG) - NYSE Next Earnings Date: Estimated on Jan. 4, 2021
OS Projected Window: Dec. 17, 2020 to Dec. 22, 2020
EVR: 3.4
Avg Daily Volume: 2,796,818    Market Cap: 18.55B
Sector: Consumer Goods    Short Interest: 2.23
Live Interactive Chart
Days to Next Earnings: 40 Days
Current 7 Day Implied Movement: 2.23%       Theoretical Expires in 7 days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
Earnings Date 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 Close Price Straddle @Trade Price Return
Oct. 1, 2020 BO $35.71 @$35.50 $2.52
($35.71)
7.1% -3.3% I $35.87 $1.80
( $35.87 )
-28.57%
June 30, 2020 BO $33.70 @$33.50 $2.65
($33.70)
7.91% 6.2% I $35.17 $2.35
( $35.17 )
-11.32%
March 31, 2020 BO $28.23 @$28.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Dec. 19, 2019 BO $29.05 @$29.00
Sept. 26, 2019 BO $29.90 @$30.00
June 27, 2019 BO $28.93 @$29.00
March 21, 2019 BO $22.90 @$23.00
Dec. 20, 2018 BO $29.09 @$29.00
Sept. 27, 2018 BO $36.06 @$36.00
June 28, 2018 BO $35.45 @$35.00

 
 
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