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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Alcoa Corporation (AA) - NYSE Next Earnings Date: OS Estimate: July 17, 2024 AC
OS Projected Window: July 15, 2024 to July 20, 2024
EVR: 2.7
Avg Daily Volume: 6,922,043    Market Cap: 5.64B
Sector: Basic Materials    Short Interest: 7.58
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 66
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
April 17, 2024 AC 2.8 $35.55 @$35.00 $4.53
($35.55)
12.94% -4.81% I -0.22% I $35.47 $3.85
( $35.47 )
-15.01%
Jan. 17, 2024 AC 3.1 $27.18 @$25.00 $4.05
($27.18)
16.2% 5.66% I -1.58% I $26.75 $3.33
( $26.75 )
-17.78%
Oct. 18, 2023 AC 3.1 $26.52 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 19, 2023 AC 3.3 $34.84 @$35.00
April 19, 2023 AC 3.5 $41.22 @$40.00
Jan. 18, 2023 AC 3.8 $53.45 @$55.00
Oct. 19, 2022 AC 3.7 $37.62 @$40.00
July 20, 2022 AC 3.8 $45.06 @$45.00
April 20, 2022 AC 3.5 $86.93 @$87.00
Jan. 19, 2022 AC 3.6 $59.63 @$60.00

 
 
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