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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Centene Corporation (CNC) - NYSE Next Earnings Date: Estimated on July 28, 2026
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 3.3
Avg Daily Volume: 6,455,315    Market Cap: 30.8B
Sector: Healthcare    Short Interest: 3.07
Live Interactive Chart
Days to Next Earnings: 50 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 68
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 28, 2026 BO 2.9 $43.50 @$43.50 $5.35
($43.50)
12.3% 14.91% O 13.95% O $49.57 $6.58
( $49.57 )
22.99%
Feb. 6, 2026 BO 2.8 $39.92 @$40.00 $5.28
($39.92)
13.2% -9.66% I -3.65% I $38.46 $3.02
( $38.46 )
-42.8%
Oct. 29, 2025 BO 2.7 $33.19 @$33.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 25, 2025 BO 2.6 $26.76 @$27.00
April 25, 2025 BO 2.4 $61.58 @$62.00
Feb. 4, 2025 BO 2.3 $64.82 @$65.00
Oct. 25, 2024 BO 2.0 $61.62 @$62.00
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

 
 
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