Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ConAgra Brands (CAG) - NYSE Next Earnings Date: Estimated on July 13, 2023
OS Projected Window: July 3, 2023 to July 8, 2023
EVR: 1.8
Avg Daily Volume: 4,390,251    Market Cap: 17.86B
Sector: Consumer Goods    Short Interest: 4.21
Live Interactive Chart
Days to Next Earnings: 42 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 63
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 5, 2023 BO None $37.58 @$38.00 $1.80
($37.58)
4.74% 3.61% I 1.83% I $38.27 $1.25
( $38.27 )
-30.56%
Jan. 5, 2023 BO 1.9 $38.65 @$39.00 $2.02
($38.65)
5.18% 5.51% O 3.41% I $39.97 $1.68
( $39.97 )
-16.83%
Oct. 6, 2022 BO 2.0 $33.80 @$34.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 14, 2022 BO 2.0 $35.74 @$36.00
April 7, 2022 BO 2.4 $34.34 @$34.00
Jan. 6, 2022 BO 2.6 $34.15 @$34.00
Oct. 7, 2021 BO 2.9 $34.48 @$34.00
July 13, 2021 BO 3.0 $35.93 @$36.00
April 8, 2021 BO 3.4 $37.24 @$37.00
Jan. 7, 2021 BO 3.4 $35.73 @$35.50

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US