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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Ameren Corporation (AEE) - NYSE Next Earnings Date: OS Estimate: Aug. 6, 2026 BO
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 1.0
Avg Daily Volume: 1,707,601    Market Cap: 30.8B
Sector: Utilities    Short Interest: 3.47
Live Interactive Chart
Days to Next Earnings: 66 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 59
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
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 $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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 23, 2024 BO 0.7 $70.81 @$70.00

 
 
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