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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ConAgra Brands (CAG) - NYSE Next Earnings Date: OS Estimate: April 1, 2026 BO
OS Projected Window: March 30, 2026 to April 4, 2026
EVR: 1.8
Avg Daily Volume: 11,080,496    Market Cap: 8.3B
Sector: Consumer Goods    Short Interest: 6.44
Live Interactive Chart
Days to Next Earnings: 100 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 74
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
Dec. 19, 2025 BO 1.9 $17.80 @$18.00 $1.35
($17.80)
7.5% -4.21% I -2.52% I $17.35 $1.05
( $17.35 )
-22.22%
Oct. 1, 2025 BO 1.9 $18.31 @$18.50 $1.40
($18.31)
7.57% 5.73% I 5.4% I $19.30 $1.28
( $19.30 )
-8.57%
July 10, 2025 BO 1.8 $20.38 @$20.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Jan. 4, 2024 BO 1.4 $29.28 @$29.50
Oct. 5, 2023 BO 1.5 $26.53 @$27.00

 
 
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