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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cencora (COR) - NYSE Next Earnings Date: OS Estimate: June 4, 2026 BO
OS Projected Window: June 1, 2026 to June 6, 2026
EVR: 2.0
Avg Daily Volume: 1,263,987    Market Cap: 70.2B
Sector: Financial    Short Interest: 2.49
Live Interactive Chart
Days to Next Earnings: 57 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
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
Feb. 4, 2026 BO 1.8 $361.75 @$360.00 $20.85
($361.75)
5.79% -9.32% O -8.78% O $329.97 $31.43
( $329.97 )
50.74%
Nov. 5, 2025 BO 1.8 $344.53 @$340.00 $21.45
($344.53)
6.31% 4.89% I 2.74% I $354.00 $19.65
( $354.00 )
-8.39%
Aug. 6, 2025 BO 1.7 $292.35 @$290.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 7, 2025 BO 1.6 $290.81 @$290.00
Feb. 5, 2025 BO 1.6 $251.57 @$250.00
Nov. 6, 2024 BO 1.5 $233.99 @$230.00
July 31, 2024 BO 1.4 $231.03 @$230.00
May 1, 2024 BO 1.3 $239.05 @$240.00
Jan. 31, 2024 BO 1.2 $220.53 @$220.00
Nov. 2, 2023 BO 1.1 $187.23 @$185.00

 
 
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