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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Ameren Corporation (AEE) - NYSE Next Earnings Date: May 3, 2024 BO
EVR: 0.7
Avg Daily Volume: 1,388,206    Market Cap: 19.69B
Sector: Utilities    Short Interest: 1.85
Live Interactive Chart
Days to Next Earnings: 7 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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. 23, 2024 BO 0.7 $70.81 @$70.00 $3.78
($70.81)
5.4% 2.21% I 1.11% I $71.60 $3.22
( $71.60 )
-14.81%
Nov. 9, 2023 BO 0.6 $77.59 @$80.00 $2.95
($77.59)
3.69% -2.5% I -1.92% I $76.10 $4.65
( $76.10 )
57.63%
Aug. 3, 2023 BO 0.6 $84.39 @$85.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 5, 2023 BO 0.7 $89.75 @$90.00
Feb. 16, 2023 BO 0.7 $85.83 @$85.00
Nov. 4, 2022 BO 0.7 $81.14 @$80.00
Aug. 5, 2022 BO 0.8 $91.59 @$90.00
May 6, 2022 BO 0.8 $93.25 @$95.00
Feb. 18, 2022 BO 0.8 $84.51 @$85.00
Nov. 4, 2021 BO 0.9 $84.19 @$85.00

 
 
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