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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Core & Main (CNM) - NYSE Next Earnings Date: Estimated on June 4, 2024
OS Projected Window: June 3, 2024 to June 8, 2024
EVR: 2.6
Avg Daily Volume: 2,117,216    Market Cap: 8.73B
Sector: None    Short Interest: 8.98
Live Interactive Chart
Days to Next Earnings: 30 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 10
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
March 19, 2024 BO 2.5 $50.69 @$50.00 $5.60
($50.69)
11.2% 8.16% I 7.49% I $54.49 $5.08
( $54.49 )
-9.29%
Dec. 5, 2023 BO 2.8 $36.09 @$35.00 $2.53
($36.09)
7.23% -2.93% I 1.02% I $36.46 $1.83
( $36.46 )
-27.67%
Sept. 6, 2023 BO 2.7 $31.59 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 6, 2023 BO 3.0 $27.19 @$25.00
March 28, 2023 BO 3.1 $21.32 @$22.50
Dec. 13, 2022 BO 3.2 $20.59 @$20.00
June 14, 2022 BO 3.0 $21.63 @$22.50
March 30, 2022 BO 3.0 $24.22 @$25.00
Dec. 7, 2021 BO 0.1 $26.09 @$25.00
Sept. 14, 2021 BO 0.0 $26.79 @$25.00

 
 
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