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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
American Airlines Group (AAL) - NASDAQ Next Earnings Date: OS Estimate: Oct. 22, 2026 BO
OS Projected Window: Oct. 19, 2026 to Oct. 24, 2026
EVR: 2.7
Avg Daily Volume: 140,144,633    Market Cap: 9.6B
Sector: Services    Short Interest: 9.61
Live Interactive Chart
Days to Next Earnings: 84 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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 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 $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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 25, 2024 BO 2.1 $13.92 @$14.00

 
 
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