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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Centene Corporation (CNC) - NYSE Next Earnings Date: OS Estimate: Feb. 4, 2026 BO
OS Projected Window: Feb. 2, 2026 to Feb. 7, 2026
EVR: 2.8
Avg Daily Volume: 11,077,177    Market Cap: 17.4B
Sector: Healthcare    Short Interest: 2.79
Live Interactive Chart
Days to Next Earnings: 92 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 66
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
Oct. 29, 2025 BO 2.7 $33.19 @$33.00 $4.72
($33.19)
14.3% 13.19% I 12.5% I $37.34 $5.65
( $37.34 )
19.7%
July 25, 2025 BO 2.6 $26.76 @$27.00 $3.40
($26.76)
12.59% 7.54% I 6.09% I $28.39 $2.75
( $28.39 )
-19.12%
April 25, 2025 BO 2.4 $61.58 @$62.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 24, 2023 BO 2.0 $70.86 @$71.00
July 28, 2023 BO 1.9 $69.95 @$70.00

 
 
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