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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Ameren Corporation (AEE) - NYSE Next Earnings Date: July 31, 2026 BO
EVR: 1.0
Avg Daily Volume: 1,734,773    Market Cap: 31.5B
Sector: Utilities    Short Interest: 4.99
Live Interactive Chart
Days to Next Earnings: 1 Days
Implied Move Monthly: 4.62%       Expires on: Aug. 21, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 60
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 31, 2026 BO None $0.00 @$110.00 $5.08
($109.97)
4.62% -None% -None% $0.00 $0.00
( N/A )
None%
May 6, 2026 BO 0.9 $111.64 @$110.00 $4.47
($111.64)
4.06% -3.26% I -1.83% I $109.59 $2.90
( $109.59 )
-35.12%
Feb. 11, 2026 AC 0.8 $106.02 @$105.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 5, 2025 AC 0.8 $101.28 @$100.00
July 31, 2025 AC 0.8 $101.13 @$100.00
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

 
 
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