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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Centrus Energy Corp. (LEU) - NYSE Next Earnings Date: OS Estimate: Nov. 4, 2026 AC
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 6.4
Avg Daily Volume: 655,540    Market Cap: 3.0B
Sector: Energy    Short Interest: 27.31
Live Interactive Chart
Days to Next Earnings: 49 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 22
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 AC 6.7 $187.63 @$190.00 $32.90
($187.63)
17.32% 8.28% I -5.11% I $178.03 $26.20
( $178.03 )
-20.36%
May 5, 2026 AC 7.2 $206.04 @$210.00 $32.65
($206.04)
15.55% 12.29% I 12.26% I $231.32 $28.60
( $231.32 )
-12.4%
Feb. 10, 2026 AC 7.2 $264.99 @$260.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 5, 2025 AC 7.1 $325.73 @$330.00
Aug. 5, 2025 AC 6.9 $213.80 @$210.00
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

 
 
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