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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Core & Main (CNM) - NYSE Next Earnings Date: Estimated on Dec. 9, 2025
OS Projected Window: Dec. 1, 2025 to Dec. 6, 2025
EVR: 4.0
Avg Daily Volume: 3,665,207    Market Cap: 10.3B
Sector: None    Short Interest: 6.54
Live Interactive Chart
Days to Next Earnings: 49 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 16
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
Sept. 9, 2025 BO 3.5 $66.59 @$67.50 $6.82
($66.59)
10.1% -26.97% O -25.36% O $49.70 $17.90
( $49.70 )
162.46%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
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

 
 
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