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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
American Airlines Group (AAL) - NASDAQ Next Earnings Date: OS Estimate: Jan. 28, 2027 BO
OS Projected Window: Jan. 25, 2027 to Jan. 30, 2027
EVR: 2.5
Avg Daily Volume: 63,937,311    Market Cap: 8.0B
Sector: Industrials    Short Interest: 11.88
Live Interactive Chart
Days to Next Earnings: 91 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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
Oct. 22, 2026 BO 2.7 $12.24 @$12.00 $1.43
($12.24)
11.92% -4.41% I 2.94% I $12.60 $1.47
( $12.60 )
2.8%
July 23, 2026 BO 2.5 $14.79 @$15.00 $1.90
($14.79)
12.67% -10.0% I -8.31% I $13.56 $2.01
( $13.56 )
5.79%
April 23, 2026 BO 2.6 $11.50 @$11.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 27, 2026 BO 2.5 $14.57 @$14.50
Oct. 23, 2025 BO 2.4 $12.09 @$12.00
July 24, 2025 BO 2.2 $12.68 @$12.50
April 24, 2025 BO 2.4 $9.32 @$9.50
Jan. 23, 2025 BO 2.2 $18.66 @$18.50
Oct. 24, 2024 BO 2.2 $12.83 @$13.00
July 25, 2024 BO 2.1 $10.17 @$10.00

 
 
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