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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Core & Main (CNM) - NYSE Next Earnings Date: OS Estimate: Oct. 7, 2025 BO
OS Projected Window: Oct. 6, 2025 to Oct. 11, 2025
EVR: 3.5
Avg Daily Volume: 2,460,453    Market Cap: 11.9B
Sector: None    Short Interest: 7.03
Live Interactive Chart
Days to Next Earnings: 70 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 15
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
June 10, 2025 BO 3.6 $59.33 @$60.00 $5.72
($59.33)
9.53% -3.92% I -2.07% I $58.10 $2.85
( $58.10 )
-50.17%
March 25, 2025 BO 3.8 $49.64 @$50.00 $5.47
($49.64)
10.94% 4.21% I -0.24% I $49.52 $3.32
( $49.52 )
-39.31%
Dec. 3, 2024 BO 3.3 $48.29 @$47.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Sept. 4, 2024 BO 3.0 $46.80 @$47.50
June 4, 2024 BO 2.6 $56.09 @$55.00
March 19, 2024 BO 2.5 $50.69 @$50.00
Dec. 5, 2023 BO 2.8 $36.09 @$35.00
Sept. 6, 2023 BO 2.7 $31.59 @$30.00
June 6, 2023 BO 3.0 $27.19 @$25.00
March 28, 2023 BO 3.1 $21.32 @$22.50

 
 
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