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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Alcoa Corporation (AA) - NYSE Next Earnings Date: OS Estimate: Oct. 14, 2026 AC
OS Projected Window: Oct. 12, 2026 to Oct. 17, 2026
EVR: 2.8
Avg Daily Volume: 6,380,331    Market Cap: 11.7B
Sector: Basic Materials    Short Interest: 3.4
Live Interactive Chart
Days to Next Earnings: 77 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 75
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
July 16, 2026 AC 2.8 $46.85 @$45.00 $6.97
($46.85)
15.49% -6.61% I -6.12% I $43.98 $6.12
( $43.98 )
-12.2%
April 16, 2026 AC 2.6 $70.41 @$70.00 $9.92
($70.41)
14.17% -10.48% I -6.8% I $65.62 $8.98
( $65.62 )
-9.48%
Jan. 22, 2026 AC 2.5 $63.14 @$63.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 22, 2025 AC 2.2 $35.65 @$35.50
July 16, 2025 AC 2.1 $28.56 @$30.00
April 16, 2025 AC 2.2 $25.07 @$25.00
Jan. 22, 2025 AC 2.3 $38.78 @$39.00
Oct. 16, 2024 AC 2.5 $42.07 @$40.00
July 17, 2024 AC 2.7 $36.81 @$35.00
April 17, 2024 AC 2.8 $35.55 @$35.00

 
 
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