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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Constellation Energy Corporation (CEG) - NASDAQ Next Earnings Date: OS Estimate: Aug. 6, 2025 BO
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 2.8
Avg Daily Volume: 3,799,983    Market Cap: 93.2B
Sector: None    Short Interest: 3.05
Live Interactive Chart
Days to Next Earnings: 58 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 12
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
May 6, 2025 BO 2.7 $248.27 @$247.50 $23.75
($248.27)
9.6% 12.73% O 10.29% O $273.82 $30.82
( $273.82 )
29.77%
Feb. 18, 2025 BO 2.8 $317.30 @$320.00 $41.70
($317.30)
13.03% 3.86% I 2.61% I $325.60 $38.10
( $325.60 )
-8.63%
Nov. 4, 2024 BO 2.6 $258.10 @$257.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 4, 2023 BO 1.5 $76.51 @$75.00
Feb. 16, 2023 BO 1.8 $86.01 @$85.00

 
 
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