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CPBThe Campbell's Company
Next verified event unavailable · Earnings history
Past events · reconstructed
Historical reconstruction for CPB
Observed outcomes from 8 earnings events (Dec 3, 2024 – Sep 3, 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.
2024-12-03Realized move 6.2377%Implied move 4.2721%Signed actual -6.2377% · Reconstructed · 7 IV checkpointsUpdated Oct 8, 2026
Exact data table
| Observation | Realized move (%) | Implied move (%) | Context | Updated |
|---|---|---|---|---|
| 6.2377% | 4.2721% | Signed actual -6.2377% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 2.8517% | 5.8889% | Signed actual -2.8517% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 0.6169% | Unavailable | Signed actual 0.6169% · Reconstructed · 6 IV checkpoints | Updated Oct 8, 2026 | |
| 7.2157% | 4.6885% | Signed actual 7.2157% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 5.2266% | 4.9933% | Signed actual -5.2266% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 7.0504% | 2.0259% | Signed actual -7.0504% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 0.8764% | Unavailable | Signed actual -0.8764% · Reconstructed · 6 IV checkpoints | Updated Oct 8, 2026 | |
| 6.9386% | 5.677% | Signed actual -6.9386% · Reconstructed · 8 IV checkpoints | Updated Oct 8, 2026 |
Exact-contract strategy reconstruction
| Structure | Reconstructed runs | Profitable | Average return on max loss | Best | Worst |
|---|---|---|---|---|---|
| Long Straddle | 8 | 1 / 8 | -23.4% | 5.8% | -50.1% |
| Long Strangle | 8 | 0 / 8 | -59.3% | -20.2% | -100.2% |
| Bear Call Spread | 7 | 2 / 7 | -29.3% | 16.3% | -76.7% |
| Bull Put Spread | 7 | 1 / 7 | -16.0% | 4.3% | -36.6% |
| Iron Condor | 7 | 1 / 7 | -63.4% | 1.1% | -201.8% |
| Calendar | 5 | 0 / 5 | -84.2% | -48.3% | -145.8% |
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 debit
- $13.75
- Payoff max loss
- -$113.75
- Payoff max profit
- -$13.75
- Modeled exit P&L
- -$33.85-36.6% on stored risk basis $92.50
Entry Aug 20, 2026 → Exit Sep 2, 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.
$11.885Expiration P/L -$113.75Update time unavailable
Event / reference markers
- Entry spot: $23.77
- sell put strike $22.50: $22.50
- buy put strike $21.50: $21.50
Exact data table
| Observation | Expiration P/L (USD) | Context | Updated |
|---|---|---|---|
| -$113.75 | Update time unavailable | ||
| -$113.75 | Update time unavailable | ||
| -$113.75 | Update time unavailable | ||
| -$113.75 | Update time unavailable | ||
| -$113.75 | Update time unavailable | ||
| -$113.75 | Update time unavailable | ||
| -$113.75 | Update time unavailable | ||
| -$113.75 | Update time unavailable | ||
| -$113.75 | Update time unavailable | ||
| -$113.75 | Update time unavailable | ||
| -$113.75 | Update time unavailable | ||
| -$113.75 | Update time unavailable | ||
| -$113.75 | Update time unavailable | ||
| -$113.75 | Update time unavailable | ||
| -$113.75 | Update time unavailable | ||
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| -$113.75 | Update time unavailable | ||
| -$113.75 | Update time unavailable | ||
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| -$113.75 | Update time unavailable | ||
| -$113.75 | Update time unavailable | ||
| -$113.75 | Update time unavailable | ||
| -$113.75 | Update time unavailable | ||
| -$100.68 | Update time unavailable | ||
| -$76.91 | Update time unavailable | ||
| -$53.14 | Update time unavailable | ||
| -$29.37 | Update time unavailable | ||
| -$13.75 | Update time unavailable | ||
| -$13.75 | Update time unavailable | ||
| -$13.75 | Update time unavailable | ||
| -$13.75 | Update time unavailable | ||
| -$13.75 | Update time unavailable | ||
| -$13.75 | Update time unavailable | ||
| -$13.75 | Entry spot reference | Update time unavailable | |
| -$13.75 | Update time unavailable | ||
| -$13.75 | Update time unavailable | ||
| -$13.75 | Update time unavailable | ||
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| -$13.75 | Update time unavailable |
| Side / quantity | Contract | Strike / expiry | Entry fill | Exit fill |
|---|---|---|---|---|
| SELL × 1 | CPB260904P00022500 | $22.50 put · 2026-09-04 | $0.21 | $0.23 |
| BUY × 1 | CPB260904P00021500 | $21.50 put · 2026-09-04 | $0.35 | $0.05 |
Breakevens: None. 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
6 quote gaps · Record hist_CPB_0983e2d74eb6bd52 · Historical methodology