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Implied Movement: Weekly Straddle Tracking History   
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ConAgra Brands, Inc. (CAG) - NYSE Next Earnings Date: Estimated on Jan. 4, 2021
OS Projected Window: Dec. 17, 2020 to Dec. 22, 2020
EVR: 3.4
Avg Daily Volume: 2,796,818    Market Cap: 18.55B
Sector: Consumer Goods    Short Interest: 2.23
Live Interactive Chart
Days to Next Earnings: 40 Days
Current 7 Day Implied Movement: 2.23%       Theoretical Expires in 7 days

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Sample Chart


 
Tracking Statistics Available: 4
Earnings Date IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
Post Earnings: At Market Close
Pre-ER Close Position Straddle @Trade Price Open High Low Close Max Move I/O Price Straddle @Trade Price Return
Oct. 1, 2020 BO $35.71 @$35.50 $1.88
($35.71)
9.02% 9.14% 5.26% 5.3% -3.3% I $35.87 $0.75
($35.87)
-60.11%
June 30, 2020 BO $33.70 @$33.50 $1.65
($33.70)
8.98% 12.95% 4.9% 4.93% 6.2% O $35.17 $1.70
($35.17)
3.03%
March 31, 2020 BO $28.23 @$28.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Dec. 20, 2018 BO $29.09 @$29.00


 
 
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