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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Ameren Corporation (AEE) - NYSE Next Earnings Date: Estimated on Nov. 2, 2022
OS Projected Window: Oct. 31, 2022 to Nov. 5, 2022
EVR: 0.7
Avg Daily Volume: 1,290,317    Market Cap: 23.70B
Sector: Utilities    Short Interest: 2.18
Live Interactive Chart
Days to Next Earnings: 39 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
Earnings Date 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
Aug. 5, 2022 BO $91.59 @$90.00 $3.15
($91.59)
3.5% -2.38% I -0.31% I $91.30 $1.95
( $91.30 )
-38.1%
May 6, 2022 BO $93.25 @$95.00 $4.10
($93.25)
4.32% -1.64% I -0.64% I $92.65 $3.73
( $92.65 )
-9.02%
Feb. 18, 2022 BO $84.51 @$85.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 4, 2021 BO $84.19 @$85.00
Aug. 6, 2021 BO $86.13 @$85.00
May 11, 2021 BO $85.84 @$85.00
Feb. 19, 2021 BO $74.09 @$75.00
Nov. 5, 2020 BO $83.45 @$85.00
Aug. 7, 2020 BO $81.06 @$80.00
May 12, 2020 BO $70.83 @$70.00

 
 
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