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CNCCentene Corporation Common Stock
Next verified earnings Oct 27, 2026 · Earnings history
Past events · reconstructed
Historical reconstruction for CNC
Observed outcomes from 8 earnings events (Oct 25, 2024 – Jul 28, 2026). These events have already been reported · modeled strategy results.
Realized move versus what was implied
Implied move is the pre-event ATM straddle estimate; realized move is the observed post-earnings move.
Updated Oct 8, 2026
Loading graph — the exact table is available below.
2024-10-25Realized move 4.2194%Implied move 6.8971%Signed actual 4.2194% · Reconstructed · 6 IV checkpointsUpdated Oct 8, 2026
Exact data table
| Observation | Realized move (%) | Implied move (%) | Context | Updated |
|---|---|---|---|---|
| 4.2194% | 6.8971% | Signed actual 4.2194% · Reconstructed · 6 IV checkpoints | Updated Oct 8, 2026 | |
| 5.4459% | 3.7411% | Signed actual -5.4459% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 6.317% | 5.9678% | Signed actual -6.317% · Reconstructed · 6 IV checkpoints | Updated Oct 8, 2026 | |
| 6.0912% | 8.4081% | Signed actual 6.0912% · Reconstructed · 6 IV checkpoints | Updated Oct 8, 2026 | |
| 12.5038% | 11.2986% | Signed actual 12.5038% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 3.6573% | 14.5792% | Signed actual -3.6573% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 13.954% | 10.2529% | Signed actual 13.954% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 0.2653% | 9.7612% | Signed actual -0.2653% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 |
Exact-contract strategy reconstruction
| Structure | Reconstructed runs | Profitable | Average return on max loss | Best | Worst |
|---|---|---|---|---|---|
| Bull Put Spread | 6 | 0 / 6 | -43.0% | -9.7% | -108.6% |
| Iron Condor | 6 | 0 / 6 | -71.0% | -7.6% | -120.6% |
| Long Strangle | 6 | 3 / 6 | 48.1% | 194.6% | -72.4% |
| Bear Call Spread | 5 | 3 / 5 | -16.1% | 15.4% | -86.5% |
| Long Straddle | 5 | 2 / 5 | 4.1% | 62.2% | -51.2% |
| Calendar | 4 | 2 / 4 | -19.8% | 46.8% | -92.4% |
Historical examples
Example trades, payoff and risk
Past structural simulations · modeled fills · not historical recommendations.
Bull Put Spread
Did not clear entry filters- Modeled entry credit
- $34.50
- Payoff max loss
- -$265.50
- Payoff max profit
- $34.50
- Modeled exit P&L
- -$160.60-67.8% on stored risk basis $237.00
Entry Jul 14, 2026 → Exit Jul 27, 2026. Payoff is a scenario; exit P&L uses the stored exit fills. Payoff uses modeled entry premiums before commissions.
Update time unavailable
Loading graph — the exact table is available below.
$34.36Expiration P/L -$265.50Update time unavailable
Event / reference markers
- Entry spot: $68.72
- Expiry breakeven $62.655: $62.655
- sell put strike $63.00: $63.00
- buy put strike $60.00: $60.00
Exact data table
| Observation | Expiration P/L (USD) | Context | Updated |
|---|---|---|---|
| -$265.50 | Update time unavailable | ||
| -$265.50 | Update time unavailable | ||
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| -$265.50 | Update time unavailable | ||
| -$218.14 | Update time unavailable | ||
| -$149.42 | Update time unavailable | ||
| -$80.70 | Update time unavailable | ||
| -$11.98 | Update time unavailable | ||
| $0.00 | Update time unavailable | ||
| $34.50 | Update time unavailable | ||
| $34.50 | Update time unavailable | ||
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| $34.50 | Entry spot reference | Update time unavailable | |
| $34.50 | Update time unavailable | ||
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| $34.50 | Update time unavailable |
| Side / quantity | Contract | Strike / expiry | Entry fill | Exit fill |
|---|---|---|---|---|
| SELL × 1 | CNC260731P00063000 | $63.00 put · 2026-07-31 | $1.42 | $3.07 |
| BUY × 1 | CNC260731P00060000 | $60.00 put · 2026-07-31 | $1.07 | $1.15 |
Breakevens: $62.66. Short legs may carry assignment risk; expiry payoff excludes early exercise.
Stored costs: $0.65 / contract / side · slippage 25.0% of spread / fillExample methodology and limitations
11 quote gaps · Record hist_CNC_314af69fe6202c32 · Historical methodology