Optionslam.com

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

 
Centene Corporation (CNC) - NYSE Next Earnings Date: OS Estimate: Oct. 21, 2025 BO
OS Projected Window: Oct. 20, 2025 to Oct. 25, 2025
EVR: 2.7
Avg Daily Volume: 21,156,657    Market Cap: 14.1B
Sector: Healthcare    Short Interest: 1.98
Live Interactive Chart
Days to Next Earnings: 84 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
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
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 $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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 25, 2023 BO 2.0 $67.66 @$67.50

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