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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ConAgra Brands (CAG) - NYSE Next Earnings Date: N/A
EVR: 1.8
Avg Daily Volume: 5,454,276    Market Cap: 13.53B
Sector: Consumer Goods    Short Interest: 2.3
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 68
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. 2, 2024 BO 1.5 $32.72 @$32.50 $1.50
($32.72)
4.62% -10.2% O -8.06% O $30.08 $2.37
( $30.08 )
58.0%
July 11, 2024 BO 1.5 $28.81 @$29.00 $1.77
($28.81)
6.1% -4.68% I -1.49% I $28.38 $0.68
( $28.38 )
-61.58%
April 4, 2024 BO 1.4 $29.06 @$29.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 4, 2024 BO 1.4 $29.28 @$29.50
Oct. 5, 2023 BO 1.5 $26.53 @$27.00
July 13, 2023 BO 1.6 $32.98 @$33.00
April 5, 2023 BO 1.8 $37.58 @$38.00
Jan. 5, 2023 BO 1.9 $38.65 @$39.00
Oct. 6, 2022 BO 2.0 $33.80 @$34.00
July 14, 2022 BO 2.0 $35.74 @$36.00

 
 
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