Optionslam.com

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

 
Centene Corporation (CNC) - NYSE Next Earnings Date: April 26, 2024 BO
EVR: 1.7
Avg Daily Volume: 3,285,009    Market Cap: 37.83B
Sector: Healthcare    Short Interest: 1.73
Live Interactive Chart
Implied Move Weekly: 3.30%       Expires on: April 26, 2024
Implied Move Monthly: 5.33%       Expires on: May 17, 2024

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 60
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 26, 2024 BO None $0.00 @$76.00 $4.03
($75.68)
5.3% -None% I -None% I $0.00 $3.48
( $74.00 )
-13.65%
Feb. 6, 2024 BO 1.9 $74.07 @$74.00 $4.03
($74.07)
5.45% -3.49% I 1.14% I $74.92 $2.57
( $74.92 )
-36.23%
Oct. 24, 2023 BO 2.0 $70.86 @$71.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 25, 2022 BO 1.9 $75.81 @$76.00
July 26, 2022 BO 2.1 $91.93 @$92.00
April 26, 2022 BO 2.1 $84.86 @$85.00
Feb. 8, 2022 BO 2.1 $80.79 @$81.00

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