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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Centene Corporation (CNC) - NYSE Next Earnings Date: Estimated on July 25, 2025
OS Projected Window: July 14, 2025 to July 19, 2025
EVR: 2.6
Avg Daily Volume: 5,061,411    Market Cap: 28.1B
Sector: Healthcare    Short Interest: 1.72
Live Interactive Chart
Days to Next Earnings: 45 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
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
April 25, 2025 BO 2.4 $61.58 @$62.00 $6.45
($61.58)
10.4% -8.96% I -6.31% I $57.69 $5.28
( $57.69 )
-18.14%
Feb. 4, 2025 BO 2.3 $64.82 @$65.00 $6.55
($64.82)
10.08% -7.51% I -5.44% I $61.29 $3.85
( $61.29 )
-41.22%
Oct. 25, 2024 BO 2.0 $61.62 @$62.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 26, 2024 BO 1.7 $67.40 @$67.50
April 26, 2024 BO 1.7 $75.68 @$76.00
Feb. 6, 2024 BO 1.9 $74.07 @$74.00
Oct. 24, 2023 BO 2.0 $70.86 @$71.00
July 28, 2023 BO 1.9 $69.95 @$70.00
April 25, 2023 BO 2.0 $67.66 @$67.50
Feb. 7, 2023 BO 2.1 $71.01 @$71.00

 
 
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