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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Ameren Corporation (AEE) - NYSE Next Earnings Date: OS Estimate: Nov. 6, 2025 AC
OS Projected Window: Nov. 3, 2025 to Nov. 8, 2025
EVR: 0.8
Avg Daily Volume: 1,435,330    Market Cap: 27.6B
Sector: Utilities    Short Interest: 3.35
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 56
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, 2025 AC 0.8 $101.13 @$100.00 $2.10
($101.13)
2.1% 2.01% I 0.96% I $102.11 $3.03
( $102.11 )
44.29%
May 1, 2025 AC 0.8 $98.09 @$100.00 $3.60
($98.09)
3.6% 2.08% I 1.41% I $99.48 $3.33
( $99.48 )
-7.5%
Feb. 13, 2025 AC 0.8 $98.27 @$100.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 3, 2023 BO 0.6 $84.39 @$85.00
May 5, 2023 BO 0.7 $89.75 @$90.00

 
 
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