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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ConAgra Brands (CAG) - NYSE Next Earnings Date: April 1, 2026 BO
EVR: 1.8
Avg Daily Volume: 12,953,030    Market Cap: 8.3B
Sector: Consumer Goods    Short Interest: 6.44
Live Interactive Chart
Days to Next Earnings: 22 Days
Implied Move Weekly: 7.77%       Expires on: April 2, 2026
Implied Move Monthly: 9.38%       Expires on: April 17, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 75
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
April 1, 2026 BO None $0.00 @$19.00 $1.75
($18.66)
9.38% -None% -None% $0.00 $0.00
( N/A )
None%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Jan. 4, 2024 BO 1.4 $29.28 @$29.50

 
 
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