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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Constellation Energy Corporation (CEG) - NASDAQ Next Earnings Date: Nov. 9, 2026 BO
EVR: 2.5
Avg Daily Volume: 3,742,180    Market Cap: 93.0B
Sector: Utilities    Short Interest: 3.36
Live Interactive Chart
Days to Next Earnings: 5 Days
Implied Move Weekly: 9.13%       Expires on: Nov. 13, 2026
Implied Move Monthly: 10.21%       Expires on: Nov. 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 18
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
Nov. 9, 2026 BO None $0.00 @$262.50 $26.90
($263.40)
10.21% -None% -None% $0.00 $0.00
( N/A )
None%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 24, 2026 BO 2.8 $293.80 @$295.00
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

 
 
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