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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CONMED Corporation (CNMD) - NYSE Next Earnings Date: OS Estimate: July 24, 2024 AC
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 2.9
Avg Daily Volume: 531,681    Market Cap: 2.46B
Sector: Healthcare    Short Interest: 17.7
Live Interactive Chart
Implied Move Monthly: 12.37%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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
April 24, 2024 AC None $0.00 @$70.00 $8.82
($71.31)
12.37% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 31, 2024 AC 2.6 $95.60 @$95.00 $7.95
($95.60)
8.37% -13.92% O -12.38% O $83.76 $11.33
( $83.76 )
42.52%
July 27, 2022 AC 2.7 $103.92 @$105.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 4, 2022 AC 2.5 $139.43 @$140.00
Jan. 26, 2022 AC 2.5 $121.88 @$120.00
Oct. 27, 2021 AC 2.5 $139.73 @$140.00
July 28, 2021 AC 2.6 $139.12 @$140.00
April 28, 2021 AC 2.7 $136.44 @$135.00
Jan. 27, 2021 AC 2.6 $114.97 @$115.00
Oct. 28, 2020 AC 2.4 $79.43 @$80.00

 
 
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