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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Alcoa Corporation (AA) - NYSE Next Earnings Date: OS Estimate: July 15, 2026 AC
OS Projected Window: July 13, 2026 to July 18, 2026
EVR: 2.8
Avg Daily Volume: 5,599,121    Market Cap: 18.8B
Sector: Basic Materials    Short Interest: 2.33
Live Interactive Chart
Days to Next Earnings: 54 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 74
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 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 $8.12
($63.14)
12.89% -8.91% I -1.47% I $62.21 $7.25
( $62.21 )
-10.71%
Oct. 22, 2025 AC 2.2 $35.65 @$35.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Jan. 17, 2024 AC 3.1 $27.18 @$25.00

 
 
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