Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Centrus Energy Corp. (LEU) - NYSE Next Earnings Date: Estimated on May 7, 2026
OS Projected Window: May 18, 2026 to May 23, 2026
EVR: 7.2
Avg Daily Volume: 748,130    Market Cap: 3.4B
Sector: Basic Materials    Short Interest: 21.71
Live Interactive Chart
Days to Next Earnings: 34 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 20
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. 10, 2026 AC 7.2 $264.99 @$260.00 $42.70
($264.99)
16.42% -22.17% O -20.69% O $210.16 $52.00
( $210.16 )
21.78%
Nov. 5, 2025 AC 7.1 $325.73 @$330.00 $68.15
($325.73)
20.65% -18.33% I -14.72% I $277.78 $69.75
( $277.78 )
2.35%
Aug. 5, 2025 AC 6.9 $213.80 @$210.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 7, 2025 AC 6.9 $72.50 @$70.00
Feb. 6, 2025 AC 6.0 $81.81 @$80.00
Oct. 28, 2024 AC 6.1 $93.88 @$95.00
May 7, 2024 AC 6.2 $44.30 @$45.00
Feb. 8, 2024 AC 6.3 $46.54 @$45.00
Nov. 7, 2023 AC 6.4 $54.46 @$55.00
Aug. 3, 2023 AC 6.1 $35.03 @$35.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US