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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Ameren Corporation (AEE) - NYSE Next Earnings Date: Estimated on May 5, 2026
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 0.9
Avg Daily Volume: 1,692,718    Market Cap: 30.9B
Sector: Utilities    Short Interest: 2.87
Live Interactive Chart
Days to Next Earnings: 27 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 58
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
Feb. 11, 2026 AC 0.8 $106.02 @$105.00 $3.25
($106.02)
3.1% 4.22% O 3.13% O $109.34 $5.10
( $109.34 )
56.92%
Nov. 5, 2025 AC 0.8 $101.28 @$100.00 $4.15
($101.28)
4.15% 2.75% I 0.72% I $102.01 $4.00
( $102.01 )
-3.61%
July 31, 2025 AC 0.8 $101.13 @$100.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 1, 2025 AC 0.8 $98.09 @$100.00
Feb. 13, 2025 AC 0.8 $98.27 @$100.00
Nov. 6, 2024 AC 0.8 $87.77 @$90.00
Aug. 1, 2024 AC 0.7 $81.26 @$80.00
May 3, 2024 BO 0.7 $75.25 @$75.00
Feb. 23, 2024 BO 0.7 $70.81 @$70.00
Nov. 9, 2023 BO 0.6 $77.59 @$80.00

 
 
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