Optionslam.com

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

 
Ameren Corporation (AEE) - NYSE Next Earnings Date: OS Estimate: Aug. 1, 2024 BO
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 0.7
Avg Daily Volume: 1,625,951    Market Cap: 19.69B
Sector: Utilities    Short Interest: 1.85
Live Interactive Chart
Days to Next Earnings: 76 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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
May 3, 2024 BO 0.7 $75.25 @$75.00 $2.65
($75.25)
3.53% -3.38% I -1.54% I $74.09 $2.23
( $74.09 )
-15.85%
Feb. 23, 2024 BO 0.7 $70.81 @$70.00 $3.78
($70.81)
5.4% 2.21% I 1.11% I $71.60 $3.22
( $71.60 )
-14.81%
Nov. 9, 2023 BO 0.6 $77.59 @$80.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2023 BO 0.6 $84.39 @$85.00
May 5, 2023 BO 0.7 $89.75 @$90.00
Feb. 16, 2023 BO 0.7 $85.83 @$85.00
Nov. 4, 2022 BO 0.7 $81.14 @$80.00
Aug. 5, 2022 BO 0.8 $91.59 @$90.00
May 6, 2022 BO 0.8 $93.25 @$95.00
Feb. 18, 2022 BO 0.8 $84.51 @$85.00

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