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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Core & Main (CNM) - NYSE Next Earnings Date: OS Estimate: Sept. 29, 2026 BO
OS Projected Window: Sept. 28, 2026 to Oct. 3, 2026
EVR: 3.8
Avg Daily Volume: 2,689,692    Market Cap: 9.5B
Sector: None    Short Interest: 4.51
Live Interactive Chart
Days to Next Earnings: 70 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 19
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, 2026 BO 3.7 $52.65 @$52.50 $5.22
($52.65)
9.94% -7.69% I -6.09% I $49.44 $3.98
( $49.44 )
-23.75%
March 24, 2026 BO 3.8 $48.41 @$47.50 $5.55
($48.41)
11.68% -5.61% I 4.48% I $50.58 $4.97
( $50.58 )
-10.45%
Dec. 9, 2025 BO 4.0 $50.52 @$50.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Sept. 9, 2025 BO 3.5 $66.59 @$67.50
June 10, 2025 BO 3.6 $59.33 @$60.00
March 25, 2025 BO 3.8 $49.64 @$50.00
Dec. 3, 2024 BO 3.3 $48.29 @$47.50
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

 
 
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