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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Constellation Energy Corporation (CEG) - NASDAQ Next Earnings Date: Estimated on May 11, 2026
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 2.7
Avg Daily Volume: 3,282,076    Market Cap: 94.5B
Sector: None    Short Interest: 2.0
Live Interactive Chart
Days to Next Earnings: 38 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 15
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
Feb. 24, 2026 BO 2.8 $293.80 @$295.00 $35.05
($293.80)
11.88% 6.57% I 6.41% I $312.64 $36.20
( $312.64 )
3.28%
Nov. 7, 2025 BO 2.9 $351.30 @$350.00 $36.80
($351.30)
10.51% -5.45% I 2.01% I $358.39 $30.20
( $358.39 )
-17.93%
Aug. 7, 2025 BO 2.8 $338.46 @$337.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 27, 2024 BO 2.0 $133.22 @$135.00
Nov. 6, 2023 BO 1.8 $117.07 @$115.00

 
 
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