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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
American Airlines Group (AAL) - NASDAQ Next Earnings Date: OS Estimate: July 23, 2026 BO
OS Projected Window: July 20, 2026 to July 25, 2026
EVR: 2.5
Avg Daily Volume: 58,793,949    Market Cap: 9.3B
Sector: Services    Short Interest: 8.97
Live Interactive Chart
Days to Next Earnings: 85 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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 23, 2026 BO 2.6 $11.50 @$11.50 $1.29
($11.50)
11.22% 5.56% I 2.43% I $11.78 $1.39
( $11.78 )
7.75%
Jan. 27, 2026 BO 2.5 $14.57 @$14.50 $1.48
($14.57)
10.21% -8.3% I -7.0% I $13.55 $1.44
( $13.55 )
-2.7%
Oct. 23, 2025 BO 2.4 $12.09 @$12.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 25, 2024 BO 2.1 $13.92 @$14.00
Jan. 25, 2024 BO 2.2 $13.93 @$14.00

 
 
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