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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Constellation Energy Corporation (CEG) - NASDAQ Next Earnings Date: Nov. 7, 2025 BO
EVR: 2.9
Avg Daily Volume: 2,695,012    Market Cap: 117.8B
Sector: None    Short Interest: 1.75
Live Interactive Chart
Days to Next Earnings: 3 Days
Implied Move Weekly: 7.52%       Expires on: Nov. 7, 2025
Implied Move Monthly: 11.30%       Expires on: Nov. 21, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 14
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. 7, 2025 BO None $0.00 @$365.00 $41.00
($362.82)
11.3% -None% I -None% I $0.00 $0.00
( N/A )
None%
Aug. 7, 2025 BO 2.8 $338.46 @$337.50 $28.00
($338.46)
8.3% -4.86% I -0.6% I $336.41 $17.75
( $336.41 )
-36.61%
May 6, 2025 BO 2.7 $248.27 @$247.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 27, 2024 BO 2.0 $133.22 @$135.00
Nov. 6, 2023 BO 1.8 $117.07 @$115.00
Aug. 3, 2023 BO 1.5 $95.55 @$95.00

 
 
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