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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ConAgra Brands (CAG) - NYSE Next Earnings Date: OS Estimate: Oct. 1, 2026 BO
OS Projected Window: Sept. 28, 2026 to Oct. 3, 2026
EVR: 1.8
Avg Daily Volume: 21,470,401    Market Cap: 7.1B
Sector: Consumer Goods    Short Interest: 10.31
Live Interactive Chart
Days to Next Earnings: 65 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 76
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
July 15, 2026 BO 1.9 $14.15 @$14.00 $1.55
($14.15)
11.07% -4.09% I -0.42% I $14.09 $1.25
( $14.09 )
-19.35%
April 1, 2026 BO 1.8 $15.72 @$15.50 $1.17
($15.72)
7.55% -4.07% I -1.27% I $15.52 $0.85
( $15.52 )
-27.35%
Dec. 19, 2025 BO 1.9 $17.80 @$18.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 1, 2025 BO 1.9 $18.31 @$18.50
July 10, 2025 BO 1.8 $20.38 @$20.50
April 3, 2025 BO 1.8 $26.38 @$26.50
Dec. 19, 2024 BO 1.8 $27.37 @$27.00
Oct. 2, 2024 BO 1.5 $32.72 @$32.50
July 11, 2024 BO 1.5 $28.81 @$29.00
April 4, 2024 BO 1.4 $29.06 @$29.00

 
 
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