Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Ameren Corporation (AEE) - NYSE Next Earnings Date: Nov. 6, 2026 BO
EVR: 0.9
Avg Daily Volume: 2,008,493    Market Cap: 29.9B
Sector: Utilities    Short Interest: 5.14
Live Interactive Chart
Days to Next Earnings: 8 Days
Implied Move Monthly: 4.52%       Expires on: Nov. 20, 2026

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 61
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
Nov. 6, 2026 BO None $0.00 @$110.00 $4.88
($108.00)
4.52% -None% -None% $0.00 $0.00
( N/A )
None%
July 31, 2026 BO 1.0 $108.75 @$110.00 $6.15
($108.75)
5.59% -1.43% I 0.79% I $109.61 $4.53
( $109.61 )
-26.34%
May 6, 2026 BO 0.9 $111.64 @$110.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 11, 2026 AC 0.8 $106.02 @$105.00
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

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US