Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Centene Corporation (CNC) - NYSE Next Earnings Date: Feb. 6, 2026 BO
EVR: 2.8
Avg Daily Volume: 6,094,415    Market Cap: 17.9B
Sector: Healthcare    Short Interest: 2.91
Live Interactive Chart
Implied Move Weekly: 14.58%       Expires on: Feb. 6, 2026
Implied Move Monthly: 13.23%       Expires on: Feb. 20, 2026

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 67
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. 6, 2026 BO None $0.00 @$40.00 $5.28
($39.92)
13.23% -None% -None% $0.00 $0.00
( N/A )
None%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 24, 2023 BO 2.0 $70.86 @$71.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US