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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cencora (COR) - NYSE Next Earnings Date: OS Estimate: Nov. 4, 2026 BO
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 2.7
Avg Daily Volume: 1,520,448    Market Cap: 62.3B
Sector: Healthcare    Short Interest: 3.02
Live Interactive Chart
Days to Next Earnings: 85 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 12
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
Aug. 5, 2026 BO 2.7 $306.28 @$310.00 $24.80
($306.28)
8.0% 6.76% I 3.57% I $317.22 $17.00
( $317.22 )
-31.45%
May 6, 2026 BO 2.1 $305.90 @$310.00 $17.35
($305.90)
5.6% -19.96% O -17.37% O $252.74 $56.90
( $252.74 )
227.95%
Feb. 4, 2026 BO 1.9 $361.75 @$360.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 5, 2025 BO 1.9 $344.53 @$340.00
Aug. 6, 2025 BO 1.9 $292.35 @$290.00
May 7, 2025 BO 1.9 $290.81 @$290.00
Feb. 5, 2025 BO 1.9 $251.57 @$250.00
Nov. 6, 2024 BO 1.9 $233.99 @$230.00
July 31, 2024 BO 1.9 $231.03 @$230.00
May 1, 2024 BO 1.8 $239.05 @$240.00

 
 
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