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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ConAgra Brands, Inc. (CAG) - NYSE Next Earnings Date: Estimated on June 30, 2021
OS Projected Window: June 25, 2021 to June 30, 2021
EVR: 3.0
Avg Daily Volume: 3,522,005    Market Cap: 18.55B
Sector: Consumer Goods    Short Interest: 3.73
Live Interactive Chart
Days to Next Earnings: 47 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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
April 8, 2021 BO $37.24 @$37.00 $1.88
($36.96)
5.08% -3.65% I $37.30 $0.97
( $37.02 )
-48.4%
Jan. 7, 2021 BO $35.73 @$35.50 $2.17
($35.46)
6.11% -5.51% I $33.78 $1.88
( $33.52 )
-13.36%
Oct. 1, 2020 BO $35.71 @$35.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 30, 2020 BO $33.70 @$33.50
March 31, 2020 BO $28.23 @$28.00
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

 
 
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