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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Constellation Energy Corporation (CEG) - NASDAQ Next Earnings Date: OS Estimate: Nov. 4, 2026 BO
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 2.5
Avg Daily Volume: 2,685,647    Market Cap: 105.9B
Sector: Utilities    Short Interest: 2.66
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 17
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
Aug. 6, 2026 BO 2.6 $265.12 @$265.00 $25.35
($265.12)
9.57% 5.61% I -1.51% I $261.10 $21.40
( $261.10 )
-15.58%
May 11, 2026 BO 2.7 $303.63 @$300.00 $42.15
($303.63)
14.05% -4.87% I -1.29% I $299.69 $39.40
( $299.69 )
-6.52%
Feb. 24, 2026 BO 2.8 $293.80 @$295.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 7, 2025 BO 2.9 $351.30 @$350.00
Aug. 7, 2025 BO 2.8 $338.46 @$337.50
May 6, 2025 BO 2.7 $248.27 @$247.50
Feb. 18, 2025 BO 2.8 $317.30 @$320.00
Nov. 4, 2024 BO 2.6 $258.10 @$257.50
Aug. 6, 2024 BO 2.5 $169.97 @$170.00
May 9, 2024 BO 2.6 $208.00 @$210.00

 
 
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